+290.7%
TSM vs SBAC
-43.9%
+334.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +4.5% | +3.2% | +1.3% | +4.3% |
| 3M | +3.1% | -5.1% | +8.2% | +3.5% |
| 6M | +30.2% | -2.1% | +32.3% | +30.0% |
| YTD | +45.2% | -0.5% | +45.7% | +44.6% |
| 1Y | +79.6% | +1.1% | +78.4% | +78.3% |
| 3Y | +411.0% | -7.4% | +418.4% | +401.3% |
| 5Y | +290.7% | -44.3% | +335.0% | +328.3% |
| All | +290.7% | -43.9% | +334.7% | +328.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling