-4.2%
TLT vs SAP
-19.9%
+15.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | +2.6% | -2.9% | -0.4% |
| 3M | -1.7% | +16.3% | -18.0% | -2.0% |
| 6M | -4.9% | +6.4% | -11.3% | -5.2% |
| YTD | -2.8% | -11.4% | +8.6% | -3.3% |
| 1Y | -4.2% | -20.4% | +16.2% | -5.7% |
| All | -4.2% | -19.9% | +15.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling