+236.6%
SAP vs TNA
+33.3%
+203.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.6% | +3.7% | -3.1% | -0.3% |
| 30D | +6.5% | +4.4% | +2.2% | +5.0% |
| 3M | +12.2% | -26.7% | +38.9% | +18.8% |
| 6M | +46.1% | -12.8% | +58.9% | +47.5% |
| YTD | -1.6% | +22.7% | -24.3% | -9.0% |
| 1Y | -5.1% | +35.7% | -40.8% | -14.5% |
| 3Y | +68.4% | +134.6% | -66.2% | +22.7% |
| 5Y | +79.4% | -46.0% | +125.4% | +66.7% |
| All | +236.6% | +33.3% | +203.3% | +105.7% |
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