-5.9%
SAP vs TT
-6.5%
+0.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +3.7% |
| 7D | +1.3% | -8.5% | +9.8% | -1.6% |
| 30D | +15.5% | -12.8% | +28.4% | +10.5% |
| 3M | +22.8% | -12.9% | +35.7% | +17.6% |
| 6M | +42.5% | -15.2% | +57.7% | +35.7% |
| YTD | +0.5% | +6.2% | -5.7% | +6.1% |
| 1Y | -5.9% | -4.5% | -1.4% | +0.4% |
| All | -5.9% | -6.5% | +0.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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