+127.9%
TT vs SBAC
-40.3%
+168.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -14.0% | +11.2% | -25.2% | -15.8% |
| 3M | -15.9% | +4.5% | -20.3% | -16.7% |
| 6M | -17.3% | -12.2% | -5.2% | -15.6% |
| YTD | +4.0% | -0.1% | +4.1% | +2.7% |
| 1Y | -7.1% | -0.3% | -6.9% | -8.3% |
| 3Y | +90.2% | -8.7% | +99.0% | +87.8% |
| All | +127.9% | -40.3% | +168.2% | +167.5% |
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