+70.1%
TXN vs SNOW
+98.3%
-28.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +2.0% | -7.5% | +9.5% | +2.6% |
| 30D | -8.0% | -1.3% | -6.6% | -8.0% |
| 3M | -7.8% | +37.4% | -45.2% | -10.3% |
| 6M | +32.4% | +88.1% | -55.7% | +23.4% |
| YTD | +51.7% | +50.3% | +1.4% | +46.3% |
| 1Y | +44.3% | +46.0% | -1.7% | +39.5% |
| All | +70.1% | +98.3% | -28.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling