-90.3%
SNAP vs TXT
+10.3%
-100.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.0% |
| 7D | +2.6% | -1.1% | +3.6% | +3.2% |
| 30D | -19.6% | +13.3% | -32.8% | -26.6% |
| 3M | +0.4% | -5.1% | +5.5% | +2.9% |
| 6M | -5.9% | -7.1% | +1.2% | -3.3% |
| YTD | -35.3% | -3.2% | -32.1% | -37.0% |
| 1Y | -42.6% | +2.3% | -44.9% | -46.6% |
| 3Y | -53.9% | +11.1% | -65.0% | -61.4% |
| 5Y | -90.3% | +10.0% | -100.3% | -92.2% |
| All | -90.3% | +10.3% | -100.6% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling