+419.8%
TXN vs SAP
+176.2%
+243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +4.0% | -4.1% | +8.0% | +5.8% |
| 30D | -2.9% | +1.1% | -3.9% | -3.5% |
| 3M | -9.1% | +26.1% | -35.2% | -19.2% |
| 6M | +36.6% | +9.8% | +26.8% | +26.8% |
| YTD | +57.5% | -13.6% | +71.1% | +62.6% |
| 1Y | +49.5% | -18.7% | +68.2% | +59.9% |
| 3Y | +76.5% | +54.1% | +22.4% | +29.3% |
| 5Y | +62.4% | +54.7% | +7.7% | +15.9% |
| All | +419.8% | +176.2% | +243.6% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling