+873.0%
TTMI vs SBAC
-8.7%
+881.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.9% |
| 7D | +7.5% | +0.2% | +7.3% | +7.5% |
| 30D | -4.5% | +3.9% | -8.3% | -4.7% |
| 3M | -28.5% | -8.2% | -20.4% | -27.9% |
| 6M | +28.4% | -2.8% | +31.2% | +29.0% |
| YTD | +80.1% | -1.5% | +81.6% | +80.5% |
| 1Y | +161.0% | 0.0% | +161.0% | +161.3% |
| All | +873.0% | -8.7% | +881.7% | +846.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling