+56.5%
SAP vs TXG
+31.6%
+24.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.1% |
| 7D | -0.3% | +9.4% | -9.6% | -1.1% |
| 30D | +2.6% | +26.1% | -23.5% | +0.3% |
| 3M | +16.3% | +124.8% | -108.6% | +6.5% |
| 6M | +6.4% | +215.2% | -208.8% | -6.4% |
| YTD | -11.4% | +302.2% | -313.6% | -24.3% |
| 1Y | -20.4% | +370.9% | -391.3% | -33.6% |
| 3Y | +56.5% | +38.5% | +18.0% | +39.1% |
| All | +56.5% | +31.6% | +24.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling