+32.1%
SNOW vs TXG
-44.4%
+76.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -2.2% |
| 7D | +4.9% | +9.4% | -4.5% | +1.6% |
| 30D | +1.5% | +26.1% | -24.6% | -7.3% |
| 3M | +39.5% | +124.8% | -85.3% | +0.9% |
| 6M | +85.9% | +215.2% | -129.3% | +16.3% |
| YTD | +52.9% | +302.2% | -249.3% | -13.9% |
| 1Y | +48.1% | +370.9% | -322.8% | -24.5% |
| 3Y | +102.2% | +38.5% | +63.7% | +52.9% |
| 5Y | +5.5% | -64.4% | +69.8% | +32.4% |
| All | +32.1% | -44.4% | +76.5% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling