-19.6%
SAP vs TNA
+50.2%
-69.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -5.1% | -7.6% | +2.5% | -4.4% |
| 30D | -1.8% | -13.6% | +11.9% | -0.4% |
| 3M | +20.9% | +2.8% | +18.1% | +19.9% |
| 6M | +7.0% | +34.5% | -27.5% | +1.1% |
| YTD | -13.7% | +41.0% | -54.8% | -20.2% |
| 1Y | -19.6% | +52.0% | -71.6% | -27.1% |
| All | -19.6% | +50.2% | -69.8% | -27.1% |
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 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