-66.6%
SNAP vs TXG
+7.8%
-74.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +6.0% | -1.8% | +7.9% | +6.5% |
| 30D | -13.8% | -20.4% | +6.6% | -7.8% |
| 3M | -0.8% | +0.1% | -0.8% | -4.8% |
| 6M | -6.2% | +176.2% | -182.4% | -39.8% |
| YTD | -34.8% | +256.8% | -291.6% | -62.6% |
| 1Y | -38.7% | +255.9% | -294.6% | -65.1% |
| 3Y | -53.5% | +60.2% | -113.7% | -68.6% |
| 5Y | -90.2% | -65.1% | -25.1% | -90.1% |
| All | -66.6% | +7.8% | -74.4% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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