+49.5%
TXN vs SAP
-19.0%
+68.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.9% |
| 7D | +4.0% | -4.1% | +8.0% | +3.1% |
| 30D | -2.9% | +1.1% | -3.9% | -2.5% |
| 3M | -9.1% | +26.1% | -35.2% | -2.7% |
| 6M | +36.6% | +9.8% | +26.8% | +47.6% |
| YTD | +57.5% | -13.6% | +71.1% | +78.4% |
| 1Y | +49.5% | -18.7% | +68.2% | +79.5% |
| All | +49.5% | -19.0% | +68.5% | +79.5% |
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