+27.6%
SAP vs TEM
+90.1%
-62.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.0% | -12.1% | -4.7% |
| 7D | -0.7% | +5.3% | -6.0% | -1.1% |
| 30D | +11.1% | +8.1% | +3.0% | +10.2% |
| 3M | +17.0% | +64.9% | -47.9% | +11.8% |
| 6M | +34.8% | +42.1% | -7.3% | +29.6% |
| YTD | -2.2% | +28.8% | -31.0% | -5.8% |
| 1Y | -6.4% | +5.5% | -11.9% | -8.8% |
| All | +27.6% | +90.1% | -62.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling