+70.8%
SAP vs TXT
+7.8%
+63.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.5% |
| 7D | -0.7% | -2.5% | +1.9% | +0.1% |
| 30D | +11.1% | +14.4% | -3.3% | +6.0% |
| 3M | +17.0% | -4.9% | +22.0% | +18.5% |
| 6M | +34.8% | -10.2% | +45.1% | +38.3% |
| YTD | -2.2% | -4.1% | +1.9% | -3.4% |
| 1Y | -6.4% | +4.0% | -10.4% | -10.8% |
| 3Y | +75.1% | +8.0% | +67.2% | +58.8% |
| All | +70.8% | +7.8% | +63.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling