-65.3%
SNAP vs TXG
+16.0%
-81.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +0.7% | +1.8% | -1.1% | +0.1% |
| 30D | +2.6% | +32.0% | -29.4% | -8.2% |
| 3M | -9.9% | +87.0% | -96.9% | -30.2% |
| 6M | +1.9% | +180.1% | -178.2% | -33.0% |
| YTD | -32.2% | +284.1% | -316.3% | -60.7% |
| 1Y | -22.8% | +361.7% | -384.5% | -59.4% |
| 3Y | -47.6% | +15.9% | -63.5% | -58.4% |
| 5Y | -92.7% | -66.2% | -26.5% | -92.4% |
| All | -65.3% | +16.0% | -81.3% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling