+781.2%
SAP vs TDY
+7,137.3%
-6,356.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | +9.0% | -10.7% | +19.7% | +12.7% |
| 3M | +14.9% | -1.3% | +16.2% | +14.9% |
| 6M | +11.9% | -10.6% | +22.5% | +14.8% |
| YTD | -9.9% | +19.6% | -29.5% | -16.0% |
| 1Y | -19.5% | +11.6% | -31.2% | -23.5% |
| 3Y | +61.8% | +45.2% | +16.6% | +40.5% |
| 5Y | +56.2% | +36.1% | +20.1% | +37.7% |
| 10Y | +180.6% | +458.8% | -278.2% | +58.8% |
| All | +781.2% | +7,137.3% | -6,356.1% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling