+1,084.3%
TTMI vs SBAC
+83.0%
+1,001.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.9% |
| 7D | +6.0% | -5.3% | +11.3% | +7.4% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | -28.9% | -11.9% | -17.0% | -27.1% |
| 6M | +26.9% | -4.5% | +31.3% | +26.4% |
| YTD | +77.3% | -4.3% | +81.6% | +75.9% |
| 1Y | +147.5% | -3.9% | +151.4% | +145.3% |
| 3Y | +847.6% | -11.0% | +858.6% | +832.7% |
| 5Y | +802.2% | -44.1% | +846.3% | +918.4% |
| All | +1,084.3% | +83.0% | +1,001.3% | +1,054.7% |
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