+2,352.0%
TMO vs SAP
+2,194.5%
+157.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.5% | +2.6% | -1.1% | +0.8% |
| 3M | +28.5% | +16.3% | +12.3% | +22.9% |
| 6M | +20.4% | +6.4% | +14.0% | +17.4% |
| YTD | +4.3% | -11.4% | +15.7% | +6.0% |
| 1Y | +24.1% | -20.4% | +44.5% | +29.5% |
| 3Y | +17.5% | +56.5% | -39.0% | +1.4% |
| 5Y | +6.8% | +56.8% | -50.0% | -8.8% |
| 10Y | +311.9% | +176.2% | +135.7% | +198.7% |
| All | +2,352.0% | +2,194.5% | +157.5% | +1,015.3% |
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