+171.3%
SAP vs TRI
+191.2%
-19.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -5.1% | -14.4% | +9.3% | +2.1% |
| 30D | -1.8% | -8.1% | +6.3% | +2.0% |
| 3M | +20.9% | +17.5% | +3.4% | +10.8% |
| 6M | +7.0% | -5.0% | +12.0% | +7.5% |
| YTD | -13.7% | -24.7% | +11.0% | -3.6% |
| 1Y | -19.6% | -41.5% | +21.9% | +1.7% |
| 3Y | +52.4% | -20.3% | +72.8% | +59.2% |
| 5Y | +54.4% | -10.9% | +65.4% | +49.2% |
| All | +171.3% | +191.2% | -19.9% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling