-78.5%
SNAP vs TD
+238.9%
-317.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.0% | +1.1% | +4.9% | +5.3% |
| 30D | -13.8% | +5.2% | -19.0% | -16.3% |
| 3M | -0.8% | +1.2% | -2.0% | -1.0% |
| 6M | -6.2% | +17.7% | -24.0% | -16.5% |
| YTD | -34.8% | +34.2% | -69.0% | -46.9% |
| 1Y | -38.7% | +55.4% | -94.1% | -54.9% |
| 3Y | -53.5% | +130.4% | -183.8% | -73.8% |
| 5Y | -90.2% | +101.8% | -192.0% | -93.9% |
| All | -78.5% | +238.9% | -317.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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