-7.0%
TSN vs SBAC
+78.4%
-85.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -8.6% | +3.9% | -12.5% | -9.5% |
| 3M | -7.5% | -8.2% | +0.7% | -6.1% |
| 6M | -14.1% | -2.8% | -11.3% | -14.4% |
| YTD | -9.4% | -1.5% | -7.9% | -10.2% |
| 1Y | -4.1% | 0.0% | -4.1% | -5.3% |
| 3Y | +10.3% | -8.4% | +18.7% | +10.0% |
| 5Y | -19.7% | -43.5% | +23.8% | -12.3% |
| 10Y | -7.0% | +86.9% | -93.9% | -23.1% |
| All | -7.0% | +78.4% | -85.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling