+56.2%
SAP vs TRI
-10.1%
+66.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | -0.3% | -8.4% | +8.1% | +3.7% |
| 30D | +0.3% | -6.5% | +6.7% | +3.1% |
| 3M | +16.9% | +18.6% | -1.7% | +7.1% |
| 6M | +6.3% | -10.4% | +16.8% | +9.1% |
| YTD | -12.4% | -23.7% | +11.3% | -2.6% |
| 1Y | -21.6% | -42.5% | +20.8% | 0.0% |
| 3Y | +54.8% | -19.3% | +74.1% | +55.4% |
| 5Y | +56.2% | -9.7% | +65.8% | +34.4% |
| All | +56.2% | -10.1% | +66.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling