+229.3%
SAP vs TT
+748.9%
-519.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -2.5% | +3.5% | -6.0% | -3.7% |
| 30D | +7.5% | -11.0% | +18.5% | +11.4% |
| 3M | +11.6% | -12.0% | +23.7% | +16.0% |
| 6M | +37.6% | -10.4% | +48.1% | +40.6% |
| YTD | -2.0% | +9.9% | -11.9% | -9.3% |
| 1Y | -6.4% | +1.5% | -7.8% | -10.5% |
| 3Y | +67.7% | +93.7% | -26.0% | +17.2% |
| 5Y | +75.7% | +139.2% | -63.5% | +8.3% |
| 10Y | +229.3% | +741.5% | -512.1% | +19.5% |
| All | +229.3% | +748.9% | -519.5% | +19.5% |
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