+56.4%
SAP vs TT
+140.2%
-83.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +9.0% | -7.2% | +16.2% | +11.3% |
| 3M | +14.9% | -3.0% | +17.9% | +14.9% |
| 6M | +11.9% | +1.4% | +10.5% | +9.4% |
| YTD | -9.9% | +15.9% | -25.8% | -17.3% |
| 1Y | -19.5% | +9.4% | -29.0% | -24.6% |
| 3Y | +61.8% | +124.4% | -62.6% | +4.2% |
| All | +56.4% | +140.2% | -83.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling