-11.4%
TLT vs SAP
+231.4%
-242.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | +0.1% |
| 7D | -1.0% | -2.5% | +1.4% | -1.0% |
| 30D | +4.1% | +7.5% | -3.3% | +4.2% |
| 3M | -0.4% | +11.6% | -12.0% | -0.2% |
| 6M | -3.2% | +37.6% | -40.8% | -2.8% |
| YTD | -3.5% | -2.0% | -1.6% | -3.6% |
| 1Y | -5.8% | -6.4% | +0.6% | -6.0% |
| 3Y | +4.6% | +67.7% | -63.1% | +6.8% |
| 5Y | -34.4% | +75.7% | -110.1% | -33.5% |
| 10Y | -11.4% | +229.3% | -240.8% | -9.0% |
| All | -11.4% | +231.4% | -242.8% | -9.0% |
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