+131.3%
TLT vs SAP
+1,641.7%
-1,510.4%
-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 | +0.1% | +17.0% | -17.0% | +1.4% |
| 6M | -3.0% | +34.8% | -37.8% | -0.4% |
| YTD | -2.7% | -2.2% | -0.5% | -2.6% |
| 1Y | -4.8% | -6.4% | +1.6% | -5.1% |
| 3Y | +6.9% | +75.1% | -68.2% | +13.8% |
| 5Y | -34.5% | +69.8% | -104.3% | -30.3% |
| 10Y | -17.3% | +219.8% | -237.1% | -3.0% |
| All | +131.3% | +1,641.7% | -1,510.4% | +234.4% |
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