+132.8%
SAP vs TW
+287.8%
-155.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.6% | +3.4% | -1.8% | +0.6% |
| 30D | +10.5% | +15.5% | -4.9% | +5.6% |
| 3M | +15.2% | +25.1% | -10.0% | +7.1% |
| 6M | +36.7% | +18.2% | +18.5% | +29.0% |
| YTD | -0.6% | +19.7% | -20.3% | -6.9% |
| 1Y | -4.1% | +18.1% | -22.3% | -9.9% |
| 3Y | +73.2% | +40.5% | +32.7% | +51.5% |
| 5Y | +74.1% | +37.1% | +37.0% | +48.9% |
| All | +132.8% | +287.8% | -155.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling