+14.3%
SAP vs TEM
+53.2%
-38.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.8% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +0.3% | +11.3% | -11.0% | -0.8% |
| 3M | +16.9% | +25.5% | -8.6% | +14.2% |
| 6M | +6.3% | +17.1% | -10.8% | +4.1% |
| YTD | -12.4% | +3.8% | -16.2% | -13.7% |
| 1Y | -21.6% | -24.4% | +2.7% | -21.5% |
| All | +14.3% | +53.2% | -38.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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