+67.8%
SAP vs TNA
+153.5%
-85.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.2% |
| 7D | -2.5% | -2.1% | -0.3% | -2.4% |
| 30D | +7.5% | +3.1% | +4.4% | +6.5% |
| 3M | +11.6% | -20.2% | +31.8% | +14.9% |
| 6M | +37.6% | -10.0% | +47.6% | +38.0% |
| YTD | -2.0% | +30.3% | -32.3% | -8.7% |
| 1Y | -6.4% | +31.1% | -37.5% | -13.3% |
| All | +67.8% | +153.5% | -85.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling