+59.2%
SAP vs TW
+25.7%
+33.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | +9.0% | +3.9% | +5.1% | +7.8% |
| 3M | +14.9% | +5.7% | +9.2% | +13.0% |
| 6M | +11.9% | -14.5% | +26.4% | +16.4% |
| YTD | -9.9% | -0.9% | -9.0% | -10.1% |
| 1Y | -19.5% | -13.5% | -6.0% | -16.7% |
| All | +59.2% | +25.7% | +33.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling