+146.0%
TT vs SBAC
-43.7%
+189.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -7.2% | +6.9% | -14.1% | -8.3% |
| 3M | -3.0% | -8.2% | +5.3% | -1.5% |
| 6M | +1.4% | -1.6% | +3.0% | +0.8% |
| YTD | +15.9% | -0.1% | +16.0% | +14.7% |
| 1Y | +9.4% | -0.5% | +9.9% | +8.2% |
| 3Y | +124.4% | -9.1% | +133.4% | +121.5% |
| All | +146.0% | -43.7% | +189.7% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling