+1,641.8%
TSM vs SAP
+231.4%
+1,410.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.4% | -2.5% | +6.9% | +5.4% |
| 30D | -7.0% | +7.5% | -14.4% | -10.6% |
| 3M | -1.8% | +11.6% | -13.4% | -8.0% |
| 6M | +2.7% | +37.6% | -34.9% | -15.4% |
| YTD | +37.1% | -2.0% | +39.0% | +33.0% |
| 1Y | +43.5% | -6.4% | +49.8% | +42.9% |
| 3Y | +341.5% | +67.7% | +273.8% | +213.3% |
| 5Y | +278.9% | +75.7% | +203.1% | +156.2% |
| 10Y | +1,641.8% | +229.3% | +1,412.5% | +657.2% |
| All | +1,641.8% | +231.4% | +1,410.4% | +657.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling