+125.8%
TXN vs SNAP
-53.6%
+179.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +9.5% | +6.0% | +3.4% | +8.4% |
| 30D | +8.7% | -13.8% | +22.5% | +11.1% |
| 3M | +11.6% | -0.8% | +12.3% | +11.1% |
| 6M | +0.1% | -6.2% | +6.3% | +0.1% |
| YTD | +78.8% | -34.8% | +113.6% | +88.2% |
| 1Y | +91.2% | -38.7% | +129.9% | +103.3% |
| 3Y | +125.8% | -53.5% | +179.3% | +124.7% |
| All | +125.8% | -53.6% | +179.4% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling