+196.4%
TW vs SBAC
-0.1%
+196.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.5% |
| 7D | -2.7% | -5.3% | +2.5% | -1.0% |
| 30D | -1.7% | +0.4% | -2.1% | -1.9% |
| 3M | +1.6% | -11.9% | +13.5% | +5.5% |
| 6M | -17.7% | -4.5% | -13.2% | -17.4% |
| YTD | -4.3% | -4.3% | 0.0% | -4.3% |
| 1Y | -13.1% | -3.9% | -9.2% | -13.3% |
| 3Y | +20.3% | -11.0% | +31.3% | +19.9% |
| 5Y | +22.0% | -44.1% | +66.0% | +44.2% |
| All | +196.4% | -0.1% | +196.5% | +168.1% |
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