+18.8%
TXG vs SBAC
-14.2%
+32.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | +32.0% | +6.9% | +25.1% | +27.5% |
| 3M | +87.0% | -8.2% | +95.2% | +92.6% |
| 6M | +180.1% | -1.6% | +181.7% | +173.8% |
| YTD | +284.1% | -0.1% | +284.2% | +267.8% |
| 1Y | +361.7% | -0.5% | +362.1% | +341.9% |
| 3Y | +15.9% | -9.1% | +25.0% | +12.4% |
| 5Y | -66.2% | -43.8% | -22.4% | -55.5% |
| All | +18.8% | -14.2% | +32.9% | +22.1% |
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 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