+25.8%
TXG vs SBAC
-17.8%
+43.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | 0.0% |
| 7D | +5.0% | -5.3% | +10.3% | +7.7% |
| 30D | +13.5% | +0.4% | +13.1% | +13.1% |
| 3M | +128.0% | -11.9% | +139.9% | +139.3% |
| 6M | +224.4% | -4.5% | +228.9% | +221.2% |
| YTD | +307.0% | -4.3% | +311.3% | +297.8% |
| 1Y | +427.2% | -3.9% | +431.1% | +413.0% |
| 3Y | +40.2% | -11.0% | +51.2% | +36.8% |
| 5Y | -64.0% | -44.1% | -19.9% | -52.5% |
| All | +25.8% | -17.8% | +43.6% | +32.0% |
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 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