+36.7%
TXG vs SBAC
-7.8%
+44.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +9.4% | -0.1% | +9.4% | +9.4% |
| 30D | +26.1% | +3.2% | +22.8% | +25.2% |
| 3M | +124.8% | -5.1% | +129.9% | +126.5% |
| 6M | +215.2% | -2.1% | +217.3% | +215.1% |
| YTD | +302.2% | -0.5% | +302.7% | +297.3% |
| 1Y | +370.9% | +1.1% | +369.8% | +361.8% |
| All | +36.7% | -7.8% | +44.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling