+176.2%
SAP vs TXT
+98.4%
+77.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +2.6% | -11.1% | +13.6% | +6.5% |
| 3M | +16.3% | -13.0% | +29.2% | +21.1% |
| 6M | +6.4% | -16.2% | +22.6% | +11.6% |
| YTD | -11.4% | -8.7% | -2.7% | -10.4% |
| 1Y | -20.4% | -3.8% | -16.6% | -21.1% |
| 3Y | +56.5% | +5.5% | +51.0% | +47.3% |
| 5Y | +56.8% | +12.3% | +44.5% | +42.2% |
| 10Y | +176.2% | +97.4% | +78.8% | +102.4% |
| All | +176.2% | +98.4% | +77.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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