+54.4%
SAP vs TDY
+34.3%
+20.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.1% | -1.9% | -3.2% | -4.5% |
| 30D | -1.8% | -12.5% | +10.7% | +2.7% |
| 3M | +20.9% | -0.8% | +21.7% | +20.4% |
| 6M | +7.0% | -9.0% | +16.0% | +9.6% |
| YTD | -13.7% | +16.8% | -30.5% | -21.5% |
| 1Y | -19.6% | +9.5% | -29.0% | -24.8% |
| 3Y | +52.4% | +45.4% | +7.0% | +22.3% |
| 5Y | +54.4% | +37.8% | +16.6% | +22.1% |
| All | +54.4% | +34.3% | +20.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling