+44.2%
TSN vs SBAC
-7.9%
+52.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.4% | -2.7% | +1.3% | -0.9% |
| 30D | +10.2% | +3.3% | +6.9% | +9.5% |
| 3M | +7.2% | +3.3% | +3.9% | +6.3% |
| 6M | -10.6% | -10.9% | +0.4% | -8.9% |
| YTD | +3.7% | -1.0% | +4.7% | +3.1% |
| 1Y | +13.5% | -4.5% | +18.0% | +13.9% |
| All | +44.2% | -7.9% | +52.1% | +46.4% |
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 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