+1,711.0%
TSM vs SAP
+178.3%
+1,532.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.3% |
| 7D | +2.7% | -2.9% | +5.6% | +4.1% |
| 30D | +3.6% | +9.0% | -5.4% | -1.0% |
| 3M | -3.4% | +14.9% | -18.3% | -11.5% |
| 6M | +20.6% | +11.9% | +8.7% | +10.7% |
| YTD | +41.9% | -9.9% | +51.8% | +44.6% |
| 1Y | +84.4% | -19.5% | +103.9% | +100.2% |
| 3Y | +380.2% | +61.8% | +318.4% | +248.3% |
| 5Y | +275.3% | +56.2% | +219.2% | +170.9% |
| All | +1,711.0% | +178.3% | +1,532.7% | +760.0% |
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 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