+322.0%
TSM vs SBAC
-10.4%
+332.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.1% |
| 7D | -7.6% | +1.2% | -8.8% | -7.4% |
| 30D | -20.5% | +11.2% | -31.7% | -19.2% |
| 3M | -10.0% | +4.5% | -14.4% | -9.2% |
| 6M | -10.1% | -12.2% | +2.1% | -10.3% |
| YTD | +24.5% | -0.1% | +24.6% | +25.6% |
| 1Y | +31.2% | -0.3% | +31.4% | +32.4% |
| 3Y | +322.0% | -8.7% | +330.7% | +318.7% |
| All | +322.0% | -10.4% | +332.4% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling