-18.3%
SAP vs TXG
+399.2%
-417.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -0.3% | +9.1% | -9.4% | -0.9% |
| 30D | +0.3% | +14.9% | -14.6% | -0.7% |
| 3M | +16.9% | +120.0% | -103.1% | +9.2% |
| 6M | +6.3% | +221.8% | -215.5% | -4.3% |
| YTD | -12.4% | +312.6% | -325.0% | -22.6% |
| All | -18.3% | +399.2% | -417.5% | -29.3% |
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