-42.2%
SNAP vs TXG
+31.6%
-73.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.1% |
| 7D | +1.5% | +9.4% | -7.9% | -1.2% |
| 30D | +1.9% | +26.1% | -24.2% | -5.6% |
| 3M | -3.9% | +124.8% | -128.7% | -26.7% |
| 6M | +5.2% | +215.2% | -210.0% | -28.5% |
| YTD | -32.7% | +302.2% | -334.9% | -57.9% |
| 1Y | -24.8% | +370.9% | -395.7% | -56.1% |
| 3Y | -42.2% | +38.5% | -80.7% | -54.5% |
| All | -42.2% | +31.6% | -73.8% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling