-5.9%
SAP vs TE
-16.5%
+10.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.8% | +4.2% |
| 7D | +1.3% | +3.8% | -2.5% | +1.3% |
| 30D | +15.5% | -26.2% | +41.8% | +15.6% |
| 3M | +22.8% | -49.7% | +72.5% | +22.8% |
| 6M | +42.5% | -46.5% | +88.9% | +39.1% |
| YTD | +0.5% | -59.1% | +59.7% | -0.8% |
| 1Y | -5.9% | -25.8% | +19.9% | -11.6% |
| All | -5.9% | -16.5% | +10.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling