+4,456.5%
TXN vs SAP
+2,233.8%
+2,222.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | -0.1% | -2.9% | +2.8% | +1.1% |
| 30D | -6.9% | +9.0% | -16.0% | -10.5% |
| 3M | -14.9% | +14.9% | -29.9% | -21.5% |
| 6M | +29.0% | +11.9% | +17.1% | +18.0% |
| YTD | +51.5% | -9.9% | +61.4% | +50.1% |
| 1Y | +41.6% | -19.5% | +61.1% | +47.5% |
| 3Y | +65.8% | +61.8% | +4.0% | +25.3% |
| 5Y | +56.8% | +56.2% | +0.6% | +18.6% |
| 10Y | +387.5% | +180.6% | +206.9% | +179.5% |
| All | +4,456.5% | +2,233.8% | +2,222.8% | +1,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling