+468.5%
TXN vs SAP
+237.3%
+231.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | +0.6% | +8.8% | +9.2% |
| 30D | +8.7% | +6.5% | +2.2% | +5.6% |
| 3M | +11.6% | +12.2% | -0.7% | +5.6% |
| 6M | +0.1% | +46.1% | -46.0% | -17.9% |
| YTD | +78.8% | -1.6% | +80.4% | +74.1% |
| 1Y | +91.2% | -5.1% | +96.3% | +90.1% |
| 3Y | +125.8% | +68.4% | +57.5% | +59.6% |
| 5Y | +83.8% | +79.4% | +4.4% | +22.4% |
| All | +468.5% | +237.3% | +231.2% | +133.3% |
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