+171.3%
SAP vs TDG
+540.0%
-368.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.1% | -2.7% | -2.4% | -4.3% |
| 30D | -1.8% | -9.3% | +7.5% | +1.2% |
| 3M | +20.9% | -7.1% | +28.0% | +23.4% |
| 6M | +7.0% | -11.2% | +18.1% | +10.3% |
| YTD | -13.7% | -15.3% | +1.5% | -9.9% |
| 1Y | -19.6% | -12.5% | -7.1% | -17.0% |
| 3Y | +52.4% | +51.2% | +1.2% | +29.8% |
| 5Y | +54.4% | +126.1% | -71.7% | +14.6% |
| All | +171.3% | +540.0% | -368.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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