-34.5%
TLT vs SAP
+79.5%
-114.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | +6.5% | -5.5% | +0.7% |
| 3M | -2.7% | +12.2% | -15.0% | -3.3% |
| 6M | -4.1% | +46.1% | -50.2% | -6.2% |
| YTD | -5.4% | -1.6% | -3.7% | -5.5% |
| 1Y | -7.0% | -5.1% | -1.9% | -7.0% |
| 3Y | +2.8% | +68.4% | -65.5% | -0.8% |
| All | -34.5% | +79.5% | -114.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling