-92.9%
SNAP vs TXG
-63.6%
-29.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.2% |
| 7D | -5.0% | +9.1% | -14.2% | -8.3% |
| 30D | -0.7% | +14.9% | -15.6% | -6.6% |
| 3M | -5.0% | +120.0% | -125.0% | -32.8% |
| 6M | +3.5% | +221.8% | -218.3% | -38.4% |
| YTD | -34.2% | +312.6% | -346.8% | -65.0% |
| 1Y | -27.1% | +398.4% | -425.5% | -65.4% |
| 3Y | -43.5% | +42.1% | -85.5% | -58.9% |
| 5Y | -92.9% | -63.5% | -29.4% | -91.8% |
| All | -92.9% | -63.6% | -29.3% | -91.8% |
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 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