+741.5%
TT vs SBAC
+109.8%
+631.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.5% | -2.8% | +6.3% | +4.2% |
| 30D | -11.0% | +3.1% | -14.2% | -11.9% |
| 3M | -12.0% | +5.1% | -17.2% | -13.4% |
| 6M | -10.4% | -11.4% | +1.0% | -8.5% |
| YTD | +9.9% | +0.2% | +9.7% | +7.7% |
| 1Y | +1.5% | -3.9% | +5.4% | +0.6% |
| 3Y | +93.7% | -7.7% | +101.4% | +89.2% |
| 5Y | +139.2% | -39.7% | +179.0% | +167.9% |
| 10Y | +741.5% | +111.9% | +629.6% | +595.4% |
| All | +741.5% | +109.8% | +631.7% | +595.4% |
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 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