-55.1%
SNAP vs TXT
+11.8%
-66.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | -7.3% | -3.5% | -3.8% | -5.7% |
| 30D | -18.9% | +15.2% | -34.1% | -24.9% |
| 3M | -5.3% | -4.5% | -0.8% | -3.3% |
| 6M | -16.9% | -6.1% | -10.8% | -15.2% |
| YTD | -37.4% | -2.0% | -35.5% | -39.3% |
| 1Y | -38.5% | +4.2% | -42.7% | -43.1% |
| 3Y | -55.1% | +14.4% | -69.5% | -62.9% |
| All | -55.1% | +11.8% | -66.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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