+56.8%
SAP vs TXG
-65.4%
+122.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.3% |
| 7D | -0.3% | +9.4% | -9.6% | -1.4% |
| 30D | +2.6% | +26.1% | -23.5% | -0.6% |
| 3M | +16.3% | +124.8% | -108.6% | +3.4% |
| 6M | +6.4% | +215.2% | -208.8% | -10.2% |
| YTD | -11.4% | +302.2% | -313.6% | -28.1% |
| 1Y | -20.4% | +370.9% | -391.3% | -37.5% |
| 3Y | +56.5% | +38.5% | +18.0% | +39.9% |
| 5Y | +56.8% | -64.4% | +121.1% | +48.4% |
| All | +56.8% | -65.4% | +122.2% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling