+229.3%
SAP vs TTMI
+467.0%
-237.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -1.0% |
| 7D | -2.5% | +7.2% | -9.7% | -3.7% |
| 30D | +7.5% | -28.7% | +36.1% | +10.5% |
| 3M | +11.6% | -39.8% | +51.5% | +16.6% |
| 6M | +37.6% | -51.7% | +89.3% | +44.7% |
| YTD | -2.0% | +14.1% | -16.0% | -16.8% |
| 1Y | -6.4% | +16.0% | -22.3% | -21.7% |
| 3Y | +67.7% | +452.7% | -385.0% | -10.4% |
| 5Y | +75.7% | +451.5% | -375.8% | -9.5% |
| 10Y | +229.3% | +443.1% | -213.8% | +60.1% |
| All | +229.3% | +467.0% | -237.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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