+62.4%
SAP vs TPR
+292.1%
-229.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | +9.0% | -23.0% | +32.0% | +13.0% |
| 3M | +14.9% | -12.5% | +27.4% | +16.6% |
| 6M | +11.9% | -21.4% | +33.3% | +15.1% |
| YTD | -9.9% | -3.5% | -6.4% | -10.9% |
| 1Y | -19.5% | +17.4% | -36.9% | -23.4% |
| All | +62.4% | +292.1% | -229.6% | +23.2% |
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 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