+2,542.1%
SAP vs TT
+7,810.3%
-5,268.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +3.2% |
| 7D | +4.0% | -9.0% | +13.0% | +7.8% |
| 30D | +15.7% | -17.6% | +33.3% | +24.4% |
| 3M | +23.4% | -18.7% | +42.1% | +32.9% |
| 6M | +41.3% | -17.4% | +58.7% | +49.4% |
| YTD | +2.0% | +1.5% | +0.5% | -2.5% |
| 1Y | -5.1% | -9.4% | +4.3% | -5.0% |
| 3Y | +82.1% | +85.1% | -2.9% | +32.6% |
| 5Y | +77.2% | +125.7% | -48.6% | +16.7% |
| 10Y | +233.6% | +757.3% | -523.7% | +21.4% |
| All | +2,542.1% | +7,810.3% | -5,268.2% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling