+91.4%
SAP vs TE
-78.8%
+170.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.2% |
| 7D | +1.5% | -26.9% | +28.3% | +2.6% |
| 30D | +8.8% | -38.9% | +47.8% | +10.7% |
| 3M | +12.1% | -61.0% | +73.1% | +15.9% |
| 6M | +34.6% | -66.4% | +101.0% | +37.7% |
| YTD | -2.1% | -69.0% | +66.9% | -0.6% |
| 1Y | -5.5% | -54.0% | +48.5% | -6.7% |
| 3Y | +67.4% | +38.0% | +29.4% | +43.0% |
| 5Y | +74.6% | -81.0% | +155.5% | +75.4% |
| All | +91.4% | -78.8% | +170.2% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling