-66.3%
SNAP vs TXG
+24.6%
-90.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -5.0% | +9.1% | -14.2% | -8.0% |
| 30D | -0.7% | +14.9% | -15.6% | -6.1% |
| 3M | -5.0% | +120.0% | -125.0% | -30.6% |
| 6M | +3.5% | +221.8% | -218.3% | -35.3% |
| YTD | -34.2% | +312.6% | -346.8% | -62.8% |
| 1Y | -27.1% | +398.4% | -425.5% | -62.7% |
| 3Y | -43.5% | +42.1% | -85.5% | -58.6% |
| 5Y | -92.9% | -63.5% | -29.4% | -92.8% |
| All | -66.3% | +24.6% | -90.9% | -71.5% |
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