-90.8%
SNAP vs TXG
-62.8%
-28.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | -1.9% |
| 7D | -7.3% | +5.5% | -12.9% | -9.1% |
| 30D | -18.9% | -19.3% | +0.4% | -13.5% |
| 3M | -5.3% | +25.0% | -30.3% | -17.5% |
| 6M | -16.9% | +201.2% | -218.1% | -50.9% |
| YTD | -37.4% | +298.8% | -336.3% | -67.8% |
| 1Y | -38.5% | +326.6% | -365.0% | -69.6% |
| 3Y | -55.1% | +78.3% | -133.4% | -72.0% |
| 5Y | -90.8% | -61.3% | -29.5% | -89.0% |
| All | -90.8% | -62.8% | -28.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling