+236.6%
SAP vs TRI
+225.2%
+11.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | +6.5% | +3.7% | +2.8% | +4.0% |
| 3M | +12.2% | +3.7% | +8.5% | +9.0% |
| 6M | +46.1% | +35.1% | +10.9% | +23.7% |
| YTD | -1.6% | -14.0% | +12.4% | +2.3% |
| 1Y | -5.1% | -19.0% | +13.8% | +1.6% |
| 3Y | +68.4% | -12.0% | +80.3% | +66.7% |
| 5Y | +79.4% | +0.6% | +78.8% | +62.3% |
| All | +236.6% | +225.2% | +11.4% | +69.3% |
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 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