+73.2%
SAP vs TT
+94.8%
-21.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | +10.5% | -11.8% | +22.4% | +11.7% |
| 3M | +15.2% | -12.6% | +27.8% | +16.5% |
| 6M | +36.7% | -9.4% | +46.0% | +36.8% |
| YTD | -0.6% | +8.8% | -9.4% | -5.7% |
| 1Y | -4.1% | -2.5% | -1.6% | -5.6% |
| 3Y | +73.2% | +95.7% | -22.4% | +32.1% |
| All | +73.2% | +94.8% | -21.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling