+284.0%
TW vs SBAC
+5.0%
+279.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +19.9% | +5.5% | +14.5% | +17.8% |
| 3M | +25.9% | +3.1% | +22.9% | +24.3% |
| 6M | +21.1% | -7.0% | +28.2% | +23.1% |
| YTD | +23.9% | +0.5% | +23.4% | +21.5% |
| 1Y | +21.2% | +0.2% | +21.0% | +19.0% |
| 3Y | +44.8% | -7.4% | +52.1% | +42.4% |
| 5Y | +41.4% | -39.7% | +81.1% | +62.5% |
| All | +284.0% | +5.0% | +279.0% | +240.6% |
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 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