+41.6%
TXN vs SAP
-19.8%
+61.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.6% |
| 7D | -0.1% | -2.9% | +2.8% | -0.7% |
| 30D | -6.9% | +9.0% | -16.0% | -5.1% |
| 3M | -14.9% | +14.9% | -29.9% | -9.8% |
| 6M | +29.0% | +11.9% | +17.1% | +40.6% |
| YTD | +51.5% | -9.9% | +61.4% | +72.5% |
| 1Y | +41.6% | -19.5% | +61.1% | +74.5% |
| All | +41.6% | -19.8% | +61.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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