+32.8%
SNOW vs TXT
+103.5%
-70.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +2.8% | -4.8% | +7.6% | +5.2% |
| 30D | +6.4% | -10.6% | +17.0% | +12.1% |
| 3M | +38.1% | -13.2% | +51.3% | +46.8% |
| 6M | +100.4% | -20.3% | +120.7% | +119.9% |
| YTD | +53.7% | -9.3% | +63.0% | +55.7% |
| 1Y | +52.0% | -2.7% | +54.6% | +47.4% |
| 3Y | +114.7% | +1.4% | +113.3% | +97.3% |
| 5Y | +8.8% | +9.6% | -0.8% | -5.8% |
| All | +32.8% | +103.5% | -70.7% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling