+1,200.8%
SAP vs TRI
+581.4%
+619.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.5% | -7.2% | +4.7% | +1.2% |
| 30D | +7.5% | +4.4% | +3.1% | +4.4% |
| 3M | +11.6% | +4.5% | +7.2% | +7.8% |
| 6M | +37.6% | +23.7% | +13.9% | +20.6% |
| YTD | -2.0% | -14.4% | +12.4% | +1.8% |
| 1Y | -6.4% | -17.4% | +11.0% | -1.1% |
| 3Y | +67.7% | -11.0% | +78.7% | +66.2% |
| 5Y | +75.7% | +0.7% | +75.0% | +61.8% |
| 10Y | +229.3% | +224.0% | +5.3% | +59.2% |
| All | +1,200.8% | +581.4% | +619.5% | +215.8% |
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