+396.5%
TTMI vs SBAC
+114.8%
+281.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | +11.4% | +0.6% | +10.8% | +11.2% |
| 30D | -28.3% | +5.5% | -33.8% | -29.5% |
| 3M | -46.7% | +3.1% | -49.7% | -47.4% |
| 6M | -56.1% | -7.0% | -49.1% | -56.0% |
| YTD | +7.4% | +0.5% | +6.9% | +4.6% |
| 1Y | +17.4% | +0.2% | +17.2% | +14.6% |
| 3Y | +429.1% | -7.4% | +436.5% | +413.3% |
| 5Y | +418.8% | -39.7% | +458.5% | +474.3% |
| All | +396.5% | +114.8% | +281.7% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling