+59.5%
SAP vs TE
-46.4%
+105.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.9% | -4.0% | +1.1% | -2.7% |
| 30D | +9.0% | -15.9% | +24.9% | +9.7% |
| 3M | +14.9% | -60.5% | +75.5% | +19.0% |
| 6M | +11.9% | -35.2% | +47.1% | +11.5% |
| YTD | -9.9% | -31.1% | +21.2% | -11.1% |
| 1Y | -19.5% | +148.6% | -168.2% | -27.7% |
| 3Y | +61.8% | -26.4% | +88.2% | +57.0% |
| All | +59.5% | -46.4% | +105.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling