+130.4%
TLT vs SAP
+1,641.7%
-1,511.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -0.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +6.2% | +11.1% | -4.9% | +7.1% |
| 3M | -0.3% | +17.0% | -17.4% | +1.0% |
| 6M | -3.4% | +34.8% | -38.2% | -0.8% |
| YTD | -3.1% | -2.2% | -0.9% | -3.0% |
| 1Y | -5.2% | -6.4% | +1.2% | -5.4% |
| 3Y | +6.5% | +75.1% | -68.7% | +13.3% |
| 5Y | -34.7% | +69.8% | -104.5% | -30.6% |
| 10Y | -17.6% | +219.8% | -237.5% | -3.4% |
| All | +130.4% | +1,641.7% | -1,511.3% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling