+8.2%
TT vs SBAC
-0.2%
+8.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -7.3% | +3.2% | -10.5% | -7.2% |
| 3M | -2.6% | -5.1% | +2.5% | -2.0% |
| 6M | +5.9% | -2.1% | +8.0% | +8.0% |
| YTD | +15.4% | -0.5% | +15.9% | +16.6% |
| 1Y | +8.2% | +1.1% | +7.1% | +10.4% |
| All | +8.2% | -0.2% | +8.4% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling