+20.3%
TW vs SBAC
-44.9%
+65.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -0.6% | +3.9% | -4.5% | -1.6% |
| 3M | +3.4% | -8.2% | +11.6% | +5.5% |
| 6M | -18.4% | -2.8% | -15.7% | -18.6% |
| YTD | -3.9% | -1.5% | -2.4% | -4.6% |
| 1Y | -13.3% | 0.0% | -13.3% | -14.3% |
| 3Y | +20.8% | -8.4% | +29.2% | +19.8% |
| 5Y | +20.3% | -43.5% | +63.8% | +42.5% |
| All | +20.3% | -44.9% | +65.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling