+235.4%
SAP vs TT
+737.0%
-501.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.9% | +8.1% | -11.9% | -6.4% |
| 30D | +6.5% | -11.3% | +17.8% | +10.5% |
| 3M | +14.7% | -11.2% | +25.8% | +18.7% |
| 6M | +39.9% | -8.9% | +48.8% | +42.0% |
| YTD | -2.0% | +9.7% | -11.7% | -9.3% |
| 1Y | -6.0% | +1.3% | -7.3% | -10.1% |
| 3Y | +67.7% | +93.4% | -25.7% | +17.3% |
| 5Y | +78.8% | +133.5% | -54.8% | +11.4% |
| All | +235.4% | +737.0% | -501.7% | +22.1% |
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