+176.2%
SAP vs TFC
+100.2%
+76.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | +2.6% | -2.5% | +5.1% | +3.3% |
| 3M | +16.3% | +4.5% | +11.7% | +14.5% |
| 6M | +6.4% | +11.0% | -4.6% | +2.7% |
| YTD | -11.4% | +5.9% | -17.3% | -13.6% |
| 1Y | -20.4% | +14.6% | -35.0% | -24.2% |
| 3Y | +56.5% | +96.7% | -40.2% | +24.3% |
| 5Y | +56.8% | +15.6% | +41.2% | +43.7% |
| 10Y | +176.2% | +98.6% | +77.6% | +105.7% |
| All | +176.2% | +100.2% | +76.0% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling