-77.7%
SNAP vs TXT
+61.9%
-139.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +0.7% | -4.8% | +5.5% | +2.9% |
| 30D | +2.6% | -10.6% | +13.2% | +7.7% |
| 3M | -9.9% | -13.2% | +3.3% | -4.6% |
| 6M | +1.9% | -20.3% | +22.2% | +11.8% |
| YTD | -32.2% | -9.3% | -23.0% | -30.6% |
| 1Y | -22.8% | -2.7% | -20.2% | -23.6% |
| 3Y | -47.6% | +1.4% | -49.0% | -49.4% |
| 5Y | -92.7% | +9.6% | -102.3% | -93.2% |
| All | -77.7% | +61.9% | -139.6% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling