+235.4%
SAP vs TNA
+34.7%
+200.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +1.0% |
| 7D | -3.9% | +7.7% | -11.6% | -5.5% |
| 30D | +6.5% | -0.7% | +7.2% | +6.0% |
| 3M | +14.7% | -25.4% | +40.0% | +21.0% |
| 6M | +39.9% | -11.8% | +51.8% | +41.0% |
| YTD | -2.0% | +23.9% | -25.9% | -9.5% |
| 1Y | -6.0% | +25.6% | -31.6% | -13.9% |
| 3Y | +67.7% | +137.1% | -69.4% | +22.0% |
| 5Y | +78.8% | -45.4% | +124.2% | +65.7% |
| All | +235.4% | +34.7% | +200.7% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling