+2,233.8%
SAP vs TT
+8,928.4%
-6,694.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -7.4% | +16.4% | +12.3% |
| 3M | +14.9% | -3.2% | +18.1% | +15.3% |
| 6M | +11.9% | +1.1% | +10.8% | +9.3% |
| YTD | -9.9% | +15.6% | -25.5% | -17.7% |
| 1Y | -19.5% | +9.2% | -28.7% | -25.0% |
| 3Y | +61.8% | +124.4% | -62.6% | +9.1% |
| 5Y | +56.2% | +138.0% | -81.8% | +1.3% |
| 10Y | +180.6% | +886.4% | -705.8% | -3.1% |
| All | +2,233.8% | +8,928.4% | -6,694.6% | +163.8% |
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