+33.2%
SNPS vs TXG
-63.1%
+96.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | -0.2% | -8.1% | +7.9% | +1.4% |
| 30D | -8.0% | -17.5% | +9.4% | -4.8% |
| 3M | +12.5% | +6.1% | +6.4% | +8.6% |
| 6M | -10.5% | +202.7% | -213.2% | -33.2% |
| YTD | -1.6% | +280.4% | -282.1% | -31.9% |
| 1Y | +16.8% | +274.0% | -257.2% | -19.2% |
| 3Y | -10.9% | +74.9% | -85.8% | -32.9% |
| All | +33.2% | -63.1% | +96.3% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling