+7,147.6%
TSM vs SBAC
+2,207.9%
+4,939.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | -7.6% | +1.2% | -8.8% | -7.8% |
| 30D | -20.5% | +11.2% | -31.7% | -22.2% |
| 3M | -10.0% | +4.5% | -14.4% | -11.0% |
| 6M | -10.1% | -12.2% | +2.1% | -8.8% |
| YTD | +24.5% | -0.1% | +24.6% | +22.6% |
| 1Y | +31.2% | -0.3% | +31.4% | +29.1% |
| 3Y | +322.0% | -8.7% | +330.7% | +314.2% |
| 5Y | +245.3% | -40.2% | +285.4% | +262.9% |
| 10Y | +1,465.8% | +97.3% | +1,368.5% | +1,209.0% |
| All | +7,147.6% | +2,207.9% | +4,939.7% | +3,731.8% |
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