+82.7%
SAP vs TPR
+412.6%
-329.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.4% |
| 7D | +4.0% | +13.9% | -9.8% | +2.1% |
| 30D | +15.7% | +14.9% | +0.8% | +13.3% |
| 3M | +23.4% | -15.4% | +38.8% | +26.0% |
| 6M | +41.3% | -4.5% | +45.7% | +40.8% |
| YTD | +2.0% | +6.0% | -4.0% | -0.5% |
| 1Y | -5.1% | +24.3% | -29.4% | -10.4% |
| All | +82.7% | +412.6% | -329.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling