+207.2%
TW vs SBAC
+4.3%
+202.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | +3.9% | +6.9% | -3.0% | +1.7% |
| 3M | +5.7% | -8.2% | +13.9% | +8.4% |
| 6M | -14.5% | -1.6% | -12.9% | -15.0% |
| YTD | -0.9% | -0.1% | -0.8% | -2.2% |
| 1Y | -13.5% | -0.5% | -13.0% | -14.7% |
| 3Y | +25.0% | -9.1% | +34.0% | +23.9% |
| 5Y | +22.7% | -43.8% | +66.5% | +45.5% |
| All | +207.2% | +4.3% | +202.9% | +174.0% |
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