-20.4%
SAP vs TLN
-16.8%
-3.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -1.6% |
| 7D | -0.3% | +10.9% | -11.2% | +0.1% |
| 30D | +2.6% | -6.3% | +8.9% | +2.4% |
| 3M | +16.3% | -10.7% | +26.9% | +15.2% |
| 6M | +6.4% | +1.6% | +4.8% | +4.6% |
| YTD | -11.4% | -13.1% | +1.7% | -12.6% |
| 1Y | -20.4% | -15.1% | -5.4% | -16.1% |
| All | -20.4% | -16.8% | -3.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling