-13.1%
TW vs SBAC
-2.7%
-10.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.2% |
| 7D | -2.7% | -5.3% | +2.5% | -1.5% |
| 30D | -1.7% | +0.4% | -2.1% | -1.8% |
| 3M | +1.6% | -11.9% | +13.5% | +4.1% |
| 6M | -17.7% | -4.5% | -13.2% | -17.5% |
| YTD | -4.3% | -4.3% | 0.0% | -4.4% |
| 1Y | -13.1% | -3.9% | -9.2% | -13.2% |
| All | -13.1% | -2.7% | -10.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling