-12.5%
TLT vs SAP
+228.4%
-240.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +5.1% | +10.5% | -5.4% | +5.2% |
| 3M | -0.2% | +15.2% | -15.3% | 0.0% |
| 6M | -2.9% | +36.7% | -39.6% | -2.5% |
| YTD | -2.7% | -0.6% | -2.1% | -2.8% |
| 1Y | -4.6% | -4.1% | -0.5% | -4.8% |
| 3Y | +6.1% | +73.2% | -67.2% | +8.3% |
| 5Y | -35.1% | +74.1% | -109.3% | -34.3% |
| 10Y | -12.5% | +222.9% | -235.4% | -10.4% |
| All | -12.5% | +228.4% | -240.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling