+36.0%
TSM vs SAP
-5.6%
+41.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.5% | -1.9% |
| 7D | -10.0% | +1.3% | -11.3% | -9.8% |
| 30D | -18.5% | +15.5% | -34.1% | -17.8% |
| 3M | -4.9% | +22.8% | -27.7% | -3.8% |
| 6M | -1.0% | +42.5% | -43.4% | +2.1% |
| YTD | +31.3% | +0.5% | +30.7% | +40.1% |
| 1Y | +36.0% | -5.9% | +42.0% | +49.3% |
| All | +36.0% | -5.6% | +41.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling