+317.2%
TSN vs SBAC
+2,188.2%
-1,871.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +7.2% | +3.3% | +3.9% | +6.8% |
| 6M | -10.6% | -10.9% | +0.4% | -9.9% |
| YTD | +3.7% | -1.0% | +4.7% | +3.3% |
| 1Y | +13.5% | -4.5% | +18.0% | +13.3% |
| 3Y | +40.1% | -8.7% | +48.8% | +40.1% |
| 5Y | -14.5% | -40.6% | +26.1% | -11.7% |
| 10Y | +15.7% | +109.4% | -93.8% | +7.1% |
| All | +317.2% | +2,188.2% | -1,871.0% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling