+132.3%
TT vs SBAC
-39.6%
+172.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | -11.3% | +5.5% | -16.8% | -12.3% |
| 3M | -12.3% | +3.1% | -15.4% | -13.0% |
| 6M | -10.8% | -7.0% | -3.8% | -10.1% |
| YTD | +8.2% | +0.5% | +7.7% | +6.7% |
| 1Y | +1.5% | +0.2% | +1.2% | +0.1% |
| 3Y | +91.5% | -7.4% | +98.8% | +88.1% |
| All | +132.3% | -39.6% | +172.0% | +172.8% |
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 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