+2,233.8%
SAP vs TXT
+556.2%
+1,677.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -4.8% | +1.9% | -1.4% |
| 30D | +9.0% | -10.6% | +19.6% | +12.9% |
| 3M | +14.9% | -13.2% | +28.1% | +19.8% |
| 6M | +11.9% | -20.3% | +32.2% | +19.2% |
| YTD | -9.9% | -9.3% | -0.7% | -8.5% |
| 1Y | -19.5% | -2.7% | -16.8% | -20.3% |
| 3Y | +61.8% | +1.4% | +60.4% | +55.7% |
| 5Y | +56.2% | +9.6% | +46.6% | +44.9% |
| 10Y | +180.6% | +94.9% | +85.7% | +99.8% |
| All | +2,233.8% | +556.2% | +1,677.5% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling