+91.2%
SAP vs TE
-75.9%
+167.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.3% |
| 7D | -0.7% | -12.6% | +11.9% | -0.3% |
| 30D | +11.1% | -36.7% | +47.8% | +12.8% |
| 3M | +17.0% | -57.5% | +74.5% | +20.6% |
| 6M | +34.8% | -55.2% | +90.1% | +36.0% |
| YTD | -2.2% | -64.7% | +62.4% | -1.2% |
| 1Y | -6.4% | -35.9% | +29.4% | -9.2% |
| 3Y | +75.1% | -31.8% | +106.9% | +60.0% |
| 5Y | +69.8% | -79.4% | +149.3% | +70.2% |
| All | +91.2% | -75.9% | +167.0% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling