+17.1%
SNPS vs TXT
+10.4%
+6.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -11.0% | -4.8% | -6.2% | -8.8% |
| 30D | -1.7% | -10.6% | +8.9% | +3.7% |
| 3M | -20.4% | -13.2% | -7.2% | -15.2% |
| 6M | -8.6% | -20.3% | +11.7% | +1.2% |
| YTD | -16.2% | -9.3% | -6.9% | -14.4% |
| 1Y | -34.6% | -2.7% | -31.9% | -36.0% |
| 3Y | -14.5% | +1.4% | -15.8% | -20.7% |
| All | +17.1% | +10.4% | +6.7% | -1.2% |
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