+56.4%
TXN vs SAP
+52.7%
+3.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.6% |
| 7D | +2.0% | -5.1% | +7.1% | +3.4% |
| 30D | -8.0% | -1.8% | -6.2% | -7.6% |
| 3M | -7.8% | +20.9% | -28.7% | -13.3% |
| 6M | +32.4% | +7.0% | +25.4% | +28.8% |
| YTD | +51.7% | -13.7% | +65.4% | +60.7% |
| 1Y | +44.3% | -19.6% | +63.9% | +58.8% |
| 3Y | +71.3% | +52.4% | +18.9% | +34.0% |
| 5Y | +56.4% | +54.4% | +2.0% | +14.2% |
| All | +56.4% | +52.7% | +3.7% | +14.2% |
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