+67.8%
SAP vs TFC
+95.2%
-27.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +6.5% | +8.6% | -2.1% | +4.2% |
| 3M | +14.7% | -4.3% | +19.0% | +15.8% |
| 6M | +39.9% | +5.4% | +34.5% | +37.5% |
| YTD | -2.0% | +4.5% | -6.5% | -4.0% |
| 1Y | -6.0% | +14.0% | -20.0% | -10.4% |
| All | +67.8% | +95.2% | -27.4% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling