+222.9%
SAP vs TFC
+90.1%
+132.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +10.5% | +9.2% | +1.4% | +7.7% |
| 3M | +15.2% | -2.9% | +18.1% | +16.0% |
| 6M | +36.7% | +3.5% | +33.2% | +34.8% |
| YTD | -0.6% | +5.4% | -6.0% | -2.9% |
| 1Y | -4.1% | +17.3% | -21.4% | -9.4% |
| 3Y | +73.2% | +96.7% | -23.4% | +37.8% |
| 5Y | +74.1% | -1.1% | +75.2% | +67.2% |
| 10Y | +222.9% | +84.7% | +138.2% | +166.4% |
| All | +222.9% | +90.1% | +132.9% | +166.4% |
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