+59.9%
TXN vs SNAP
-92.8%
+152.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +2.7% | -5.0% | +7.7% | +3.3% |
| 30D | -6.7% | -0.7% | -6.0% | -6.8% |
| 3M | -8.9% | -5.0% | -3.9% | -8.8% |
| 6M | +34.7% | +3.5% | +31.2% | +32.4% |
| YTD | +53.3% | -34.2% | +87.5% | +59.1% |
| 1Y | +45.0% | -27.1% | +72.1% | +48.1% |
| 3Y | +73.1% | -43.5% | +116.6% | +75.2% |
| 5Y | +59.9% | -92.9% | +152.8% | +87.3% |
| All | +59.9% | -92.8% | +152.8% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling