+236.6%
SAP vs TPR
+364.3%
-127.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +6.5% | +15.1% | -8.6% | +3.4% |
| 3M | +12.2% | +3.5% | +8.7% | +11.1% |
| 6M | +46.1% | +0.4% | +45.6% | +44.4% |
| YTD | -1.6% | +4.6% | -6.2% | -4.3% |
| 1Y | -5.1% | +33.1% | -38.2% | -12.5% |
| 3Y | +68.4% | +396.0% | -327.6% | +13.1% |
| 5Y | +79.4% | +230.3% | -150.9% | +27.8% |
| All | +236.6% | +364.3% | -127.7% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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