+127.1%
TXN vs SNOW
+34.3%
+92.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +4.0% | -2.4% | +6.4% | +4.3% |
| 30D | -2.9% | -1.0% | -1.9% | -3.0% |
| 3M | -9.1% | +36.9% | -46.0% | -13.1% |
| 6M | +36.6% | +83.4% | -46.7% | +23.2% |
| YTD | +57.5% | +50.0% | +7.5% | +46.0% |
| 1Y | +49.5% | +46.5% | +3.0% | +38.7% |
| 3Y | +76.5% | +93.3% | -16.8% | +50.4% |
| 5Y | +62.4% | +3.3% | +59.1% | +42.0% |
| All | +127.1% | +34.3% | +92.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling