+10.7%
TTMI vs SBAC
+2.4%
+8.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.8% | -15.9% | -9.3% |
| 7D | -19.2% | +5.8% | -25.0% | -18.4% |
| 30D | -44.9% | +20.8% | -65.7% | -43.9% |
| 3M | -44.7% | +4.8% | -49.5% | -44.1% |
| 6M | -53.4% | -9.1% | -44.3% | -51.8% |
| YTD | +6.3% | +3.1% | +3.3% | +14.5% |
| 1Y | +10.7% | +2.2% | +8.5% | +20.6% |
| All | +10.7% | +2.4% | +8.3% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling