+224.0%
SAP vs TT
+744.7%
-520.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.1% |
| 30D | +8.8% | -11.8% | +20.6% | +13.1% |
| 3M | +12.1% | -11.6% | +23.6% | +16.2% |
| 6M | +34.6% | -9.3% | +43.9% | +36.7% |
| YTD | -2.1% | +8.9% | -11.0% | -9.2% |
| 1Y | -5.5% | -2.2% | -3.3% | -8.4% |
| 3Y | +67.4% | +91.9% | -24.4% | +17.4% |
| 5Y | +74.6% | +136.0% | -61.4% | +8.1% |
| 10Y | +224.0% | +734.7% | -510.7% | +17.7% |
| All | +224.0% | +744.7% | -520.6% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling