+62.4%
SAP vs TLN
+476.4%
-413.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -1.1% |
| 7D | -2.9% | +7.1% | -10.0% | -3.3% |
| 30D | +9.0% | -3.9% | +12.9% | +9.2% |
| 3M | +14.9% | -16.2% | +31.1% | +15.7% |
| 6M | +11.9% | -5.8% | +17.7% | +10.8% |
| YTD | -9.9% | -15.4% | +5.5% | -10.1% |
| 1Y | -19.5% | -16.7% | -2.9% | -19.8% |
| All | +62.4% | +476.4% | -413.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling