-19.5%
SAP vs TXG
+372.5%
-392.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | +1.8% | -4.7% | -3.0% |
| 30D | +9.0% | +32.0% | -23.0% | +6.8% |
| 3M | +14.9% | +87.0% | -72.1% | +8.6% |
| 6M | +11.9% | +180.1% | -168.2% | +1.2% |
| YTD | -9.9% | +284.1% | -294.0% | -20.7% |
| 1Y | -19.5% | +361.7% | -381.2% | -30.6% |
| All | -19.5% | +372.5% | -392.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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