+10.3%
TXG vs SBAC
-13.6%
+23.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.2% |
| 7D | -1.8% | +0.6% | -2.5% | -2.1% |
| 30D | -20.4% | +5.5% | -25.9% | -22.6% |
| 3M | +0.1% | +3.1% | -3.0% | -2.3% |
| 6M | +176.2% | -7.0% | +183.2% | +179.8% |
| YTD | +256.8% | +0.5% | +256.3% | +237.8% |
| 1Y | +255.9% | +0.2% | +255.7% | +236.8% |
| 3Y | +60.2% | -7.4% | +67.6% | +52.2% |
| 5Y | -65.1% | -39.7% | -25.4% | -55.8% |
| All | +10.3% | -13.6% | +23.9% | +12.1% |
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