+222.9%
SAP vs TXT
+115.3%
+107.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | +1.6% | -3.5% | +5.2% | +2.8% |
| 30D | +10.5% | +15.2% | -4.6% | +5.2% |
| 3M | +15.2% | -4.5% | +19.6% | +16.3% |
| 6M | +36.7% | -6.1% | +42.8% | +38.0% |
| YTD | -0.6% | -2.0% | +1.4% | -2.1% |
| 1Y | -4.1% | +4.2% | -8.3% | -7.7% |
| 3Y | +73.2% | +14.4% | +58.9% | +58.3% |
| 5Y | +74.1% | +12.3% | +61.8% | +57.5% |
| 10Y | +222.9% | +101.8% | +121.1% | +150.9% |
| All | +222.9% | +115.3% | +107.6% | +150.9% |
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