+405.4%
TXG vs SBAC
+2.4%
+403.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +4.3% |
| 7D | -19.3% | +5.8% | -25.1% | -18.6% |
| 30D | -30.9% | +20.8% | -51.7% | -28.8% |
| 3M | +41.1% | +4.8% | +36.3% | +43.9% |
| 6M | +211.9% | -9.1% | +221.0% | +218.4% |
| YTD | +314.0% | +3.1% | +310.9% | +320.5% |
| 1Y | +405.4% | +2.2% | +403.2% | +424.9% |
| All | +405.4% | +2.4% | +403.0% | +424.9% |
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