-5.5%
SAP vs TXT
+5.9%
-11.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | +1.5% | -1.1% | +2.5% | +1.3% |
| 30D | +8.8% | +17.1% | -8.2% | +10.6% |
| 3M | +12.1% | -2.6% | +14.7% | +11.2% |
| 6M | +34.6% | -4.6% | +39.1% | +33.1% |
| YTD | -2.1% | -0.3% | -1.8% | -4.2% |
| 1Y | -5.5% | +5.9% | -11.4% | -10.7% |
| All | -5.5% | +5.9% | -11.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling