+11.0%
SNOW vs TXT
+4.6%
+6.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.7% |
| 7D | +3.7% | -0.8% | +4.5% | +3.5% |
| 30D | -16.4% | +13.4% | -29.8% | -14.6% |
| 3M | -9.9% | -2.5% | -7.3% | -10.3% |
| 6M | +98.8% | -6.2% | +105.0% | +96.3% |
| YTD | +37.3% | -1.3% | +38.7% | +32.5% |
| 1Y | +11.0% | +4.3% | +6.7% | +1.7% |
| All | +11.0% | +4.6% | +6.4% | +1.7% |
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