+3,157.9%
TT vs SBAC
+2,208.1%
+949.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -7.4% | +6.9% | -14.3% | -8.3% |
| 3M | -3.2% | -8.2% | +5.0% | -2.3% |
| 6M | +1.1% | -1.6% | +2.8% | +0.5% |
| YTD | +15.6% | -0.1% | +15.7% | +14.6% |
| 1Y | +9.2% | -0.5% | +9.6% | +8.2% |
| 3Y | +124.4% | -9.1% | +133.4% | +122.8% |
| 5Y | +138.0% | -43.8% | +181.8% | +152.6% |
| 10Y | +886.4% | +80.5% | +805.9% | +781.1% |
| All | +3,157.9% | +2,208.1% | +949.8% | +1,812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling