+463.6%
SAP vs TDG
+13,257.8%
-12,794.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | +9.0% | -7.4% | +16.4% | +11.8% |
| 3M | +14.9% | -5.4% | +20.3% | +16.8% |
| 6M | +11.9% | -11.6% | +23.5% | +15.9% |
| YTD | -9.9% | -12.6% | +2.7% | -6.5% |
| 1Y | -19.5% | -9.3% | -10.2% | -17.8% |
| 3Y | +61.8% | +49.2% | +12.6% | +36.4% |
| 5Y | +56.2% | +132.1% | -76.0% | +11.3% |
| 10Y | +180.6% | +544.8% | -364.2% | +25.9% |
| All | +463.6% | +13,257.8% | -12,794.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling