+52.0%
SNOW vs TXG
+372.5%
-320.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +2.8% | +1.8% | +1.0% | +2.5% |
| 30D | +6.4% | +32.0% | -25.6% | +0.5% |
| 3M | +38.1% | +87.0% | -48.9% | +20.9% |
| 6M | +100.4% | +180.1% | -79.7% | +62.1% |
| YTD | +53.7% | +284.1% | -230.4% | +18.5% |
| 1Y | +52.0% | +361.7% | -309.7% | +11.8% |
| All | +52.0% | +372.5% | -320.5% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling