+118.0%
SAP vs TXG
+7.8%
+110.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +0.6% | -1.8% | +2.5% | +0.8% |
| 30D | +6.5% | -20.4% | +26.9% | +8.7% |
| 3M | +12.2% | +0.1% | +12.2% | +10.4% |
| 6M | +46.1% | +176.2% | -130.1% | +24.2% |
| YTD | -1.6% | +256.8% | -258.4% | -19.9% |
| 1Y | -5.1% | +255.9% | -261.0% | -23.0% |
| 3Y | +68.4% | +60.2% | +8.1% | +44.1% |
| 5Y | +79.4% | -65.1% | +144.5% | +75.4% |
| All | +118.0% | +7.8% | +110.2% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling