+189.1%
SNPS vs TXG
+22.9%
+166.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.6% |
| 30D | -3.3% | +13.5% | -16.9% | -6.2% |
| 3M | -13.8% | +128.0% | -141.8% | -29.3% |
| 6M | -8.2% | +224.4% | -232.6% | -31.8% |
| YTD | -15.4% | +307.0% | -322.4% | -41.0% |
| 1Y | +2.4% | +427.2% | -424.8% | -33.8% |
| 3Y | -13.5% | +40.2% | -53.7% | -29.8% |
| 5Y | +19.5% | -64.0% | +83.5% | +21.5% |
| All | +189.1% | +22.9% | +166.2% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling