+13.5%
TSN vs SBAC
-4.7%
+18.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | +10.2% | +3.3% | +6.9% | +9.9% |
| 3M | +7.2% | +3.3% | +3.9% | +6.7% |
| 6M | -10.6% | -10.9% | +0.4% | -10.2% |
| YTD | +3.7% | -1.0% | +4.7% | +3.7% |
| 1Y | +13.5% | -4.5% | +18.0% | +13.4% |
| All | +13.5% | -4.7% | +18.1% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling