+56.4%
SAP vs TTMI
+804.2%
-747.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.6% |
| 7D | -2.9% | +5.9% | -8.8% | -3.4% |
| 30D | +9.0% | -4.3% | +13.3% | +9.1% |
| 3M | +14.9% | -32.0% | +47.0% | +18.2% |
| 6M | +11.9% | +19.5% | -7.6% | +3.6% |
| YTD | -9.9% | +82.0% | -91.9% | -23.7% |
| 1Y | -19.5% | +172.6% | -192.2% | -38.5% |
| 3Y | +61.8% | +744.7% | -682.8% | -10.2% |
| All | +56.4% | +804.2% | -747.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling