+731.5%
SAP vs TMF
-69.1%
+800.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +4.0% | +2.7% | +1.3% | +4.3% |
| 30D | +15.7% | +19.3% | -3.6% | +17.6% |
| 3M | +23.4% | -3.7% | +27.1% | +23.0% |
| 6M | +41.3% | -11.3% | +52.6% | +39.8% |
| YTD | +2.0% | -16.6% | +18.6% | +0.4% |
| 1Y | -5.1% | -21.1% | +16.0% | -7.1% |
| 3Y | +82.1% | -26.8% | +109.0% | +79.6% |
| 5Y | +77.2% | -88.0% | +165.2% | +39.4% |
| 10Y | +233.6% | -84.7% | +318.3% | +192.6% |
| All | +731.5% | -69.1% | +800.6% | +885.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling