+91.5%
TT vs SBAC
-6.5%
+98.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | +4.0% | +0.6% | +3.4% | +4.0% |
| 30D | -11.3% | +5.5% | -16.8% | -11.3% |
| 3M | -12.3% | +3.1% | -15.4% | -12.3% |
| 6M | -10.8% | -7.0% | -3.8% | -10.4% |
| YTD | +8.2% | +0.5% | +7.7% | +8.3% |
| 1Y | +1.5% | +0.2% | +1.2% | +1.6% |
| 3Y | +91.5% | -7.4% | +98.8% | +97.6% |
| All | +91.5% | -6.5% | +98.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling