+7,402.0%
TSM vs SBAC
+2,219.2%
+5,182.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -2.5% | +3.0% | -5.5% | -3.1% |
| 30D | -14.3% | +4.3% | -18.6% | -15.1% |
| 3M | -7.2% | +4.1% | -11.4% | -8.2% |
| 6M | -5.1% | -11.6% | +6.5% | -3.9% |
| YTD | +28.9% | +0.4% | +28.5% | +26.7% |
| 1Y | +37.1% | -1.1% | +38.2% | +35.1% |
| 3Y | +341.5% | -7.3% | +348.7% | +332.1% |
| 5Y | +245.7% | -40.8% | +286.5% | +264.1% |
| 10Y | +1,502.2% | +103.0% | +1,399.3% | +1,232.8% |
| All | +7,402.0% | +2,219.2% | +5,182.8% | +3,863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling