+5.5%
SNOW vs TXT
+12.6%
-7.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +4.9% | -0.2% | +5.1% | +5.1% |
| 30D | +1.5% | -11.1% | +12.6% | +8.5% |
| 3M | +39.5% | -13.0% | +52.5% | +50.2% |
| 6M | +85.9% | -16.2% | +102.1% | +101.9% |
| YTD | +52.9% | -8.7% | +61.7% | +54.1% |
| 1Y | +48.1% | -3.8% | +51.9% | +42.9% |
| 3Y | +102.2% | +5.5% | +96.7% | +71.0% |
| 5Y | +5.5% | +12.3% | -6.8% | -17.2% |
| All | +5.5% | +12.6% | -7.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling