+425.2%
TXG vs SARO
-10.7%
+435.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.6% |
| 7D | +9.5% | -3.1% | +12.6% | +11.0% |
| 30D | +18.8% | -12.2% | +31.0% | +25.6% |
| 3M | +136.1% | -7.4% | +143.5% | +139.8% |
| 6M | +235.2% | -15.3% | +250.5% | +255.7% |
| YTD | +320.5% | -16.2% | +336.7% | +342.1% |
| 1Y | +425.2% | -12.1% | +437.3% | +440.5% |
| All | +425.2% | -10.7% | +435.9% | +440.5% |
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