-4.1%
SAP vs TEM
+11.3%
-15.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.0% | -9.3% | +0.8% |
| 7D | +1.6% | +7.6% | -6.0% | +0.9% |
| 30D | +10.5% | +19.0% | -8.5% | +8.5% |
| 3M | +15.2% | +62.2% | -47.1% | +7.1% |
| 6M | +36.7% | +69.4% | -32.7% | +25.1% |
| YTD | -0.6% | +43.0% | -43.6% | -8.5% |
| All | -4.1% | +11.3% | -15.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling