+236.6%
SAP vs TT
+725.1%
-488.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +0.6% | +4.0% | -3.4% | -0.8% |
| 30D | +6.5% | -11.3% | +17.8% | +10.5% |
| 3M | +12.2% | -12.3% | +24.5% | +16.7% |
| 6M | +46.1% | -10.8% | +56.9% | +49.3% |
| YTD | -1.6% | +8.2% | -9.8% | -8.5% |
| 1Y | -5.1% | +1.5% | -6.6% | -9.4% |
| 3Y | +68.4% | +91.5% | -23.1% | +18.1% |
| 5Y | +79.4% | +130.2% | -50.8% | +12.3% |
| All | +236.6% | +725.1% | -488.5% | +23.1% |
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