+405.4%
TXG vs SARO
-7.8%
+413.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | -19.3% | +15.8% | -35.0% | -22.8% |
| 30D | -30.9% | +22.2% | -53.1% | -35.2% |
| 3M | +41.1% | -16.2% | +57.3% | +53.8% |
| 6M | +211.9% | +4.6% | +207.3% | +195.5% |
| YTD | +314.0% | -10.4% | +324.3% | +325.3% |
| 1Y | +405.4% | -6.5% | +411.9% | +410.4% |
| All | +405.4% | -7.8% | +413.2% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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