+92.3%
SAP vs TE
-80.5%
+172.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.5% |
| 7D | +0.6% | -19.1% | +19.7% | +1.4% |
| 30D | +6.5% | -34.1% | +40.7% | +8.0% |
| 3M | +12.2% | -60.1% | +72.4% | +15.9% |
| 6M | +46.1% | -66.0% | +112.0% | +49.1% |
| YTD | -1.6% | -71.4% | +69.8% | +0.2% |
| 1Y | -5.1% | -45.3% | +40.2% | -7.3% |
| 3Y | +68.4% | +9.1% | +59.2% | +46.7% |
| 5Y | +79.4% | -82.6% | +162.0% | +80.9% |
| All | +92.3% | -80.5% | +172.8% | +95.5% |
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