+224.0%
SAP vs TPR
+386.9%
-162.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +1.5% | +12.1% | -10.6% | -0.8% |
| 30D | +8.8% | +16.7% | -7.8% | +5.3% |
| 3M | +12.1% | -17.4% | +29.5% | +15.7% |
| 6M | +34.6% | +2.3% | +32.3% | +32.6% |
| YTD | -2.1% | +7.1% | -9.2% | -5.3% |
| 1Y | -5.5% | +29.5% | -35.0% | -12.4% |
| 3Y | +67.4% | +415.0% | -347.6% | +11.7% |
| 5Y | +74.6% | +261.5% | -186.9% | +22.1% |
| 10Y | +224.0% | +383.3% | -159.3% | +95.2% |
| All | +224.0% | +386.9% | -162.9% | +95.2% |
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