-51.7%
TTMI vs SBAC
-11.7%
-40.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +8.5% |
| 7D | +7.2% | -2.8% | +10.0% | +5.3% |
| 30D | -28.7% | +3.1% | -31.8% | -25.7% |
| 3M | -39.8% | +5.1% | -45.0% | -37.5% |
| 6M | -51.7% | -11.4% | -40.3% | -55.9% |
| All | -51.7% | -11.7% | -40.0% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling