+177.0%
SAP vs TMF
-87.2%
+264.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +9.0% | -2.8% | +11.8% | +9.0% |
| 3M | +14.9% | -10.9% | +25.9% | +14.8% |
| 6M | +11.9% | -21.3% | +33.2% | +11.5% |
| YTD | -9.9% | -15.9% | +6.0% | -10.1% |
| 1Y | -19.5% | -15.7% | -3.8% | -19.7% |
| 3Y | +61.8% | -43.4% | +105.2% | +60.1% |
| 5Y | +56.2% | -87.8% | +143.9% | +37.1% |
| All | +177.0% | -87.2% | +264.2% | +159.9% |
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