+91.1%
SAP vs TXG
+22.9%
+68.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.4% |
| 7D | -5.1% | +5.0% | -10.1% | -5.7% |
| 30D | -1.8% | +13.5% | -15.3% | -3.5% |
| 3M | +20.9% | +128.0% | -107.1% | +7.5% |
| 6M | +7.0% | +224.4% | -217.4% | -9.9% |
| YTD | -13.7% | +307.0% | -320.7% | -29.9% |
| 1Y | -19.6% | +427.2% | -446.8% | -37.6% |
| 3Y | +52.4% | +40.2% | +12.3% | +35.1% |
| 5Y | +54.4% | -64.0% | +118.4% | +52.3% |
| All | +91.1% | +22.9% | +68.2% | +47.5% |
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