+214.8%
SAP vs TMF
-84.4%
+299.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +1.2% | -1.9% | -0.7% |
| 30D | +11.1% | +19.7% | -8.6% | +11.3% |
| 3M | +17.0% | -2.1% | +19.1% | +17.0% |
| 6M | +34.8% | -13.4% | +48.3% | +34.6% |
| YTD | -2.2% | -16.7% | +14.5% | -2.5% |
| 1Y | -6.4% | -23.3% | +16.9% | -6.9% |
| 3Y | +75.1% | -24.8% | +100.0% | +75.2% |
| 5Y | +69.8% | -88.0% | +157.9% | +47.8% |
| All | +214.8% | -84.4% | +299.2% | +190.2% |
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