+1,095.3%
SAP vs TRI
+561.6%
+533.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | +1.9% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +9.0% | +7.9% | +1.1% | +4.6% |
| 3M | +14.9% | +24.1% | -9.1% | +2.0% |
| 6M | +11.9% | +3.8% | +8.1% | +7.6% |
| YTD | -9.9% | -16.9% | +7.0% | -4.1% |
| 1Y | -19.5% | -38.4% | +18.9% | -0.2% |
| 3Y | +61.8% | -12.2% | +74.0% | +62.9% |
| 5Y | +56.2% | -1.8% | +58.0% | +46.8% |
| 10Y | +180.6% | +207.6% | -27.0% | +40.7% |
| All | +1,095.3% | +561.6% | +533.7% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling