-19.5%
SAP vs TNA
+70.0%
-89.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | -4.9% | +13.9% | +9.5% |
| 3M | +14.9% | +0.4% | +14.6% | +14.5% |
| 6M | +11.9% | +32.5% | -20.6% | +6.3% |
| YTD | -9.9% | +53.7% | -63.6% | -17.3% |
| 1Y | -19.5% | +65.1% | -84.6% | -27.9% |
| All | -19.5% | +70.0% | -89.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling