+73.2%
SAP vs TMF
-29.8%
+103.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +10.5% | +16.3% | -5.8% | +8.8% |
| 3M | +15.2% | -2.7% | +17.9% | +15.3% |
| 6M | +36.7% | -13.2% | +49.9% | +38.2% |
| YTD | -0.6% | -16.7% | +16.1% | +0.9% |
| 1Y | -4.1% | -22.7% | +18.6% | -2.2% |
| 3Y | +73.2% | -26.1% | +99.3% | +76.2% |
| All | +73.2% | -29.8% | +103.0% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling