+62.4%
SAP vs TFC
+94.1%
-31.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | +9.0% | -1.3% | +10.3% | +9.3% |
| 3M | +14.9% | +6.1% | +8.9% | +13.1% |
| 6M | +11.9% | +7.3% | +4.6% | +9.4% |
| YTD | -9.9% | +8.2% | -18.1% | -12.3% |
| 1Y | -19.5% | +14.4% | -34.0% | -23.1% |
| All | +62.4% | +94.1% | -31.7% | +33.6% |
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