+1.3%
TT vs SBAC
-4.7%
+5.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +8.1% | -2.7% | +10.8% | +8.0% |
| 30D | -11.3% | +3.3% | -14.6% | -11.2% |
| 3M | -11.2% | +3.3% | -14.5% | -11.2% |
| 6M | -8.9% | -10.9% | +2.0% | -7.7% |
| YTD | +9.7% | -1.0% | +10.7% | +11.9% |
| 1Y | +1.3% | -4.5% | +5.7% | +4.8% |
| All | +1.3% | -4.7% | +5.9% | +4.8% |
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