-6.4%
SAP vs TW
+19.9%
-26.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | +7.5% | +18.1% | -10.6% | +2.0% |
| 3M | +11.6% | +25.2% | -13.6% | +3.9% |
| 6M | +37.6% | +19.1% | +18.5% | +29.3% |
| YTD | -2.0% | +21.9% | -23.9% | -8.6% |
| 1Y | -6.4% | +18.9% | -25.3% | -12.1% |
| All | -6.4% | +19.9% | -26.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling