+117.2%
SAP vs TXG
+14.9%
+102.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | -2.5% | -8.1% | +5.6% | -1.7% |
| 30D | +7.5% | -17.5% | +24.9% | +9.2% |
| 3M | +11.6% | +6.1% | +5.5% | +9.0% |
| 6M | +37.6% | +202.7% | -165.1% | +15.7% |
| YTD | -2.0% | +280.4% | -282.4% | -20.8% |
| 1Y | -6.4% | +274.0% | -280.4% | -24.4% |
| 3Y | +67.7% | +74.9% | -7.2% | +41.9% |
| 5Y | +75.7% | -63.0% | +138.8% | +70.6% |
| All | +117.2% | +14.9% | +102.3% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling