-5.9%
SAP vs TFC
+20.8%
-26.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.3% | +3.8% |
| 7D | +1.3% | +5.1% | -3.7% | +0.7% |
| 30D | +15.5% | +9.8% | +5.7% | +14.3% |
| 3M | +22.8% | -2.4% | +25.2% | +22.9% |
| 6M | +42.5% | +4.9% | +37.5% | +41.5% |
| YTD | +0.5% | +6.6% | -6.0% | -0.5% |
| 1Y | -5.9% | +21.3% | -27.3% | -14.2% |
| All | -5.9% | +20.8% | -26.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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