+84.6%
TXN vs SAP
+79.5%
+5.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +0.6% | +8.8% | +9.3% |
| 30D | +8.7% | +6.5% | +2.2% | +6.7% |
| 3M | +11.6% | +12.2% | -0.7% | +7.7% |
| 6M | +0.1% | +46.1% | -46.0% | -12.3% |
| YTD | +78.8% | -1.6% | +80.4% | +82.5% |
| 1Y | +91.2% | -5.1% | +96.3% | +99.1% |
| 3Y | +125.8% | +68.4% | +57.5% | +71.6% |
| All | +84.6% | +79.5% | +5.1% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling