+52.0%
SNOW vs TXT
-1.0%
+53.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.5% |
| 7D | +2.8% | -4.8% | +7.6% | +2.2% |
| 30D | +6.4% | -10.6% | +17.0% | +5.0% |
| 3M | +38.1% | -13.2% | +51.3% | +35.7% |
| 6M | +100.4% | -20.3% | +120.7% | +95.9% |
| YTD | +53.7% | -9.3% | +63.0% | +48.7% |
| 1Y | +52.0% | -2.7% | +54.6% | +46.5% |
| All | +52.0% | -1.0% | +53.0% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling