+240.3%
TTMI vs SBAC
+458.6%
-218.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | +7.2% | -2.8% | +10.0% | +8.0% |
| 30D | -28.7% | +3.1% | -31.8% | -29.6% |
| 3M | -39.8% | +5.1% | -45.0% | -41.0% |
| 6M | -51.7% | -11.4% | -40.3% | -51.2% |
| YTD | +14.1% | +0.2% | +13.9% | +11.2% |
| 1Y | +16.0% | -3.9% | +19.9% | +14.3% |
| 3Y | +452.7% | -7.7% | +460.3% | +439.7% |
| 5Y | +451.5% | -39.7% | +491.2% | +491.6% |
| 10Y | +443.1% | +111.9% | +331.2% | +322.6% |
| All | +240.3% | +458.6% | -218.3% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling