+11,954.4%
TSM vs SAP
+1,316.7%
+10,637.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.5% | +8.2% |
| 7D | -7.6% | -0.7% | -6.9% | -7.6% |
| 30D | -20.5% | +11.1% | -31.6% | -24.7% |
| 3M | -10.0% | +17.0% | -27.0% | -17.3% |
| 6M | -10.1% | +34.8% | -44.9% | -24.6% |
| YTD | +24.5% | -2.2% | +26.7% | +19.1% |
| 1Y | +31.2% | -6.4% | +37.6% | +28.1% |
| 3Y | +322.0% | +75.1% | +246.8% | +205.8% |
| 5Y | +245.3% | +69.8% | +175.4% | +151.4% |
| 10Y | +1,465.8% | +219.8% | +1,246.0% | +718.5% |
| All | +11,954.4% | +1,316.7% | +10,637.7% | +1,841.6% |
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