-34.6%
TLT vs SAP
+70.5%
-105.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +6.2% | +11.1% | -4.9% | +5.6% |
| 3M | -0.3% | +17.0% | -17.4% | -1.2% |
| 6M | -3.4% | +34.8% | -38.2% | -5.0% |
| YTD | -3.1% | -2.2% | -0.9% | -3.2% |
| 1Y | -5.2% | -6.4% | +1.2% | -5.1% |
| 3Y | +6.5% | +75.1% | -68.7% | +2.3% |
| All | -34.6% | +70.5% | -105.1% | -42.2% |
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