+171.3%
SAP vs TNA
+84.1%
+87.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.9% |
| 7D | -5.1% | -7.6% | +2.5% | -3.5% |
| 30D | -1.8% | -13.6% | +11.9% | +1.2% |
| 3M | +20.9% | +2.8% | +18.1% | +19.3% |
| 6M | +7.0% | +34.5% | -27.5% | -1.4% |
| YTD | -13.7% | +41.0% | -54.8% | -21.9% |
| 1Y | -19.6% | +52.0% | -71.6% | -29.0% |
| 3Y | +52.4% | +103.5% | -51.1% | +15.5% |
| 5Y | +54.4% | -22.5% | +77.0% | +33.1% |
| All | +171.3% | +84.1% | +87.2% | +62.1% |
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