+2,233.8%
SAP vs TFC
+1,061.0%
+1,172.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.7% |
| 30D | +9.0% | -1.3% | +10.3% | +9.4% |
| 3M | +14.9% | +6.1% | +8.9% | +12.3% |
| 6M | +11.9% | +7.3% | +4.6% | +8.5% |
| YTD | -9.9% | +8.2% | -18.1% | -13.2% |
| 1Y | -19.5% | +14.4% | -34.0% | -24.1% |
| 3Y | +61.8% | +93.7% | -31.9% | +23.8% |
| 5Y | +56.2% | +16.4% | +39.8% | +38.6% |
| 10Y | +180.6% | +101.6% | +79.0% | +85.9% |
| All | +2,233.8% | +1,061.0% | +1,172.8% | +547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling