-27.1%
SNAP vs TXG
+385.8%
-412.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.9% |
| 7D | -5.0% | +9.1% | -14.2% | -7.2% |
| 30D | -0.7% | +14.9% | -15.6% | -4.7% |
| 3M | -5.0% | +120.0% | -125.0% | -25.5% |
| 6M | +3.5% | +221.8% | -218.3% | -27.3% |
| YTD | -34.2% | +312.6% | -346.8% | -56.4% |
| 1Y | -27.1% | +398.4% | -425.5% | -53.8% |
| All | -27.1% | +385.8% | -412.9% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling