+893.7%
TT vs SBAC
+76.8%
+816.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -7.3% | +3.2% | -10.5% | -8.1% |
| 3M | -2.6% | -5.1% | +2.5% | -1.8% |
| 6M | +5.9% | -2.1% | +8.0% | +4.9% |
| YTD | +15.4% | -0.5% | +15.9% | +13.6% |
| 1Y | +8.2% | +1.1% | +7.1% | +5.9% |
| 3Y | +122.7% | -7.4% | +130.1% | +117.2% |
| 5Y | +145.0% | -44.3% | +189.3% | +182.0% |
| 10Y | +893.7% | +77.6% | +816.2% | +769.5% |
| All | +893.7% | +76.8% | +816.9% | +769.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling