-19.5%
SAP vs TRI
-38.3%
+18.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | +1.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +9.0% | +7.9% | +1.1% | +5.4% |
| 3M | +14.9% | +24.1% | -9.1% | +4.3% |
| 6M | +11.9% | +3.8% | +8.1% | +6.0% |
| YTD | -9.9% | -16.9% | +7.0% | -6.3% |
| 1Y | -19.5% | -38.4% | +18.9% | -15.3% |
| All | -19.5% | -38.3% | +18.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling