+5,491.2%
SNPS vs TXT
+1,407.2%
+4,084.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.4% |
| 7D | -10.2% | -2.5% | -7.6% | -9.5% |
| 30D | -12.8% | +12.8% | -25.7% | -15.9% |
| 3M | +9.9% | -3.6% | +13.5% | +10.6% |
| 6M | -12.4% | -6.9% | -5.4% | -11.2% |
| YTD | -6.3% | -2.2% | -4.1% | -6.9% |
| 1Y | +7.6% | +6.3% | +1.3% | +4.4% |
| 3Y | -9.8% | +10.3% | -20.0% | -13.7% |
| 5Y | +29.2% | +10.6% | +18.6% | +23.1% |
| 10Y | +663.8% | +121.0% | +542.8% | +468.4% |
| All | +5,491.2% | +1,407.2% | +4,084.0% | +2,168.9% |
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