+896.5%
SAP vs TNA
+836.4%
+60.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | -2.5% | -2.1% | -0.3% | -2.4% |
| 30D | +7.5% | +3.1% | +4.4% | +6.1% |
| 3M | +11.6% | -20.2% | +31.8% | +16.4% |
| 6M | +37.6% | -10.0% | +47.6% | +38.1% |
| YTD | -2.0% | +30.3% | -32.3% | -10.8% |
| 1Y | -6.4% | +31.1% | -37.5% | -15.3% |
| 3Y | +67.7% | +149.4% | -81.7% | +19.7% |
| 5Y | +75.7% | -42.5% | +118.2% | +60.7% |
| 10Y | +229.3% | +46.7% | +182.6% | +90.2% |
| All | +896.5% | +836.4% | +60.2% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling