+29.6%
SNOW vs TXG
-41.8%
+71.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -1.4% |
| 7D | -2.4% | +9.5% | -11.9% | -5.7% |
| 30D | -1.0% | +18.8% | -19.8% | -7.4% |
| 3M | +36.9% | +136.1% | -99.3% | -2.7% |
| 6M | +83.4% | +235.2% | -151.9% | +12.0% |
| YTD | +50.0% | +320.5% | -270.6% | -16.9% |
| 1Y | +46.5% | +425.2% | -378.7% | -28.3% |
| 3Y | +93.3% | +42.9% | +50.4% | +44.7% |
| 5Y | +3.3% | -62.8% | +66.1% | +27.7% |
| All | +29.6% | -41.8% | +71.4% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling