+56.8%
SAP vs TNA
-21.0%
+77.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -0.3% | +4.1% | -4.3% | -1.1% |
| 30D | +2.6% | -7.6% | +10.2% | +4.1% |
| 3M | +16.3% | +8.1% | +8.2% | +13.7% |
| 6M | +6.4% | +49.0% | -42.6% | -3.7% |
| YTD | -11.4% | +51.7% | -63.1% | -20.7% |
| 1Y | -20.4% | +59.6% | -80.0% | -30.1% |
| 3Y | +56.5% | +118.9% | -62.4% | +17.0% |
| 5Y | +56.8% | -19.2% | +76.0% | +32.4% |
| All | +56.8% | -21.0% | +77.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling