+1,502.2%
TSM vs SAP
+228.4%
+1,273.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.7% |
| 7D | -2.5% | +1.6% | -4.1% | -3.6% |
| 30D | -14.3% | +10.5% | -24.8% | -18.7% |
| 3M | -7.2% | +15.2% | -22.4% | -14.3% |
| 6M | -5.1% | +36.7% | -41.8% | -21.5% |
| YTD | +28.9% | -0.6% | +29.4% | +24.2% |
| 1Y | +37.1% | -4.1% | +41.2% | +34.9% |
| 3Y | +341.5% | +73.2% | +268.2% | +208.2% |
| 5Y | +245.7% | +74.1% | +171.6% | +135.1% |
| 10Y | +1,502.2% | +222.9% | +1,279.3% | +603.1% |
| All | +1,502.2% | +228.4% | +1,273.9% | +603.1% |
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