+70.8%
SAP vs TMF
-88.0%
+158.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | +17.0% | -2.1% | +19.1% | +17.1% |
| 6M | +34.8% | -13.4% | +48.3% | +35.9% |
| YTD | -2.2% | -16.7% | +14.5% | -1.2% |
| 1Y | -6.4% | -23.3% | +16.9% | -5.1% |
| 3Y | +75.1% | -24.8% | +100.0% | +76.2% |
| All | +70.8% | -88.0% | +158.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling