+179.0%
SAP vs TTMI
+1,044.1%
-865.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.5% |
| 7D | -0.3% | +7.5% | -7.7% | -1.4% |
| 30D | +0.3% | -4.5% | +4.8% | +0.5% |
| 3M | +16.9% | -28.5% | +45.4% | +20.4% |
| 6M | +6.3% | +28.4% | -22.0% | -4.4% |
| YTD | -12.4% | +80.1% | -92.5% | -28.2% |
| 1Y | -21.6% | +161.0% | -182.7% | -42.1% |
| 3Y | +54.8% | +862.4% | -807.7% | -21.0% |
| 5Y | +56.2% | +812.9% | -756.8% | -21.7% |
| 10Y | +179.0% | +1,094.7% | -915.7% | +27.8% |
| All | +179.0% | +1,044.1% | -865.1% | +27.8% |
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