+222.9%
SAP vs TT
+782.6%
-559.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +10.5% | -11.8% | +22.4% | +14.9% |
| 3M | +15.2% | -12.6% | +27.8% | +19.8% |
| 6M | +36.7% | -9.4% | +46.0% | +38.8% |
| YTD | -0.6% | +8.8% | -9.4% | -7.7% |
| 1Y | -4.1% | -2.5% | -1.6% | -6.9% |
| 3Y | +73.2% | +95.7% | -22.4% | +20.5% |
| 5Y | +74.1% | +135.7% | -61.6% | +8.0% |
| 10Y | +222.9% | +750.6% | -527.7% | +18.3% |
| All | +222.9% | +782.6% | -559.7% | +18.3% |
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