+235.4%
SAP vs TMF
-81.8%
+317.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | -3.9% | -8.2% | +4.3% | -4.0% |
| 30D | +6.5% | +5.3% | +1.2% | +6.6% |
| 3M | +14.7% | -8.5% | +23.1% | +14.5% |
| 6M | +39.9% | -17.2% | +57.1% | +39.6% |
| YTD | -2.0% | -23.4% | +21.4% | -2.3% |
| 1Y | -6.0% | -30.2% | +24.2% | -6.5% |
| 3Y | +67.7% | -32.9% | +100.6% | +67.3% |
| 5Y | +78.8% | -88.5% | +167.3% | +55.2% |
| All | +235.4% | -81.8% | +317.2% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling