+411.0%
TSM vs SBAC
-9.5%
+420.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +4.5% | +3.2% | +1.3% | +4.9% |
| 3M | +3.1% | -5.1% | +8.2% | +3.2% |
| 6M | +30.2% | -2.1% | +32.3% | +30.7% |
| YTD | +45.2% | -0.5% | +45.7% | +46.0% |
| 1Y | +79.6% | +1.1% | +78.4% | +81.0% |
| 3Y | +411.0% | -7.4% | +418.4% | +420.7% |
| All | +411.0% | -9.5% | +420.5% | +420.7% |
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