+229.3%
SAP vs TXT
+98.8%
+130.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | +7.5% | +13.4% | -5.9% | +2.7% |
| 3M | +11.6% | -2.5% | +14.2% | +12.0% |
| 6M | +37.6% | -6.2% | +43.8% | +39.0% |
| YTD | -2.0% | -1.3% | -0.6% | -3.7% |
| 1Y | -6.4% | +4.3% | -10.7% | -9.9% |
| 3Y | +67.7% | +13.2% | +54.5% | +53.8% |
| 5Y | +75.7% | +12.4% | +63.4% | +58.9% |
| 10Y | +229.3% | +94.8% | +134.6% | +147.8% |
| All | +229.3% | +98.8% | +130.5% | +147.8% |
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