-19.5%
TSN vs SBAC
-43.9%
+24.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -5.0% | -0.1% | -5.0% | -5.1% |
| 30D | -9.1% | +3.2% | -12.3% | -9.8% |
| 3M | -7.4% | -5.1% | -2.4% | -6.6% |
| 6M | -13.4% | -2.1% | -11.3% | -13.7% |
| YTD | -8.5% | -0.5% | -8.0% | -9.4% |
| 1Y | -3.2% | +1.1% | -4.3% | -4.7% |
| 3Y | +11.5% | -7.4% | +18.9% | +11.1% |
| 5Y | -19.5% | -44.3% | +24.8% | -12.7% |
| All | -19.5% | -43.9% | +24.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling