+131.2%
TLT vs SAP
+1,504.9%
-1,373.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | -0.7% |
| 30D | -0.6% | +9.0% | -9.6% | +0.1% |
| 3M | -2.7% | +14.9% | -17.7% | -1.5% |
| 6M | -5.6% | +11.9% | -17.5% | -4.5% |
| YTD | -2.8% | -9.9% | +7.1% | -3.3% |
| 1Y | -1.4% | -19.5% | +18.1% | -2.8% |
| 3Y | -1.6% | +61.8% | -63.4% | +4.1% |
| 5Y | -33.8% | +56.2% | -90.0% | -30.1% |
| 10Y | -21.1% | +180.6% | -201.8% | -8.7% |
| All | +131.2% | +1,504.9% | -1,373.6% | +232.0% |
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