+9.3%
TSN vs SBAC
-8.7%
+18.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.4% |
| 3M | -7.5% | -8.2% | +0.7% | -6.2% |
| 6M | -14.1% | -2.8% | -11.3% | -14.0% |
| YTD | -9.4% | -1.5% | -7.9% | -9.8% |
| 1Y | -4.1% | 0.0% | -4.1% | -5.0% |
| All | +9.3% | -8.7% | +18.0% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling