+329.1%
TXN vs SNAP
-77.2%
+406.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.9% | +2.3% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -6.9% | +2.6% | -9.6% | -7.5% |
| 3M | -14.9% | -9.9% | -5.1% | -14.3% |
| 6M | +29.0% | +1.9% | +27.1% | +27.0% |
| YTD | +51.5% | -32.2% | +83.7% | +56.8% |
| 1Y | +41.6% | -22.8% | +64.4% | +43.5% |
| 3Y | +65.8% | -47.6% | +113.4% | +69.0% |
| 5Y | +56.8% | -92.7% | +149.5% | +86.3% |
| All | +329.1% | -77.2% | +406.3% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling