-18.3%
SAP vs TRI
-42.0%
+23.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | -0.3% | -8.4% | +8.1% | +3.2% |
| 30D | +0.3% | -6.5% | +6.7% | +2.8% |
| 3M | +16.9% | +18.6% | -1.7% | +8.4% |
| 6M | +6.3% | -10.4% | +16.8% | +6.0% |
| YTD | -12.4% | -23.7% | +11.3% | -6.4% |
| All | -18.3% | -42.0% | +23.7% | -14.2% |
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