+3.5%
SNOW vs TXG
-64.0%
+67.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | -7.5% | +5.0% | -12.5% | -9.1% |
| 30D | -1.3% | +13.5% | -14.8% | -6.0% |
| 3M | +37.4% | +128.0% | -90.6% | +0.2% |
| 6M | +88.1% | +224.4% | -136.4% | +18.4% |
| YTD | +50.3% | +307.0% | -256.7% | -13.9% |
| 1Y | +46.0% | +427.2% | -381.3% | -26.9% |
| 3Y | +98.7% | +40.2% | +58.5% | +54.5% |
| 5Y | +3.5% | -64.0% | +67.5% | +22.7% |
| All | +3.5% | -64.0% | +67.6% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling