+429.5%
SAP vs TTMI
+504.4%
-74.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -2.5% |
| 7D | -2.9% | +5.9% | -8.8% | -4.0% |
| 30D | +9.0% | -4.3% | +13.3% | +9.2% |
| 3M | +14.9% | -32.0% | +47.0% | +19.8% |
| 6M | +11.9% | +19.5% | -7.6% | +2.0% |
| YTD | -9.9% | +82.0% | -91.9% | -25.5% |
| 1Y | -19.5% | +172.6% | -192.2% | -39.7% |
| 3Y | +61.8% | +744.7% | -682.8% | -7.1% |
| 5Y | +56.2% | +805.6% | -749.4% | -13.6% |
| 10Y | +180.6% | +1,057.6% | -877.0% | +39.8% |
| All | +429.5% | +504.4% | -74.9% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling