-77.8%
SNAP vs TD
+227.8%
-305.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.0% |
| 30D | +1.9% | -0.7% | +2.5% | +2.2% |
| 3M | -3.9% | +6.3% | -10.2% | -8.5% |
| 6M | +5.2% | +27.9% | -22.7% | -11.8% |
| YTD | -32.7% | +29.8% | -62.5% | -44.2% |
| 1Y | -24.8% | +63.7% | -88.4% | -46.8% |
| 3Y | -42.2% | +128.3% | -170.5% | -67.4% |
| 5Y | -92.7% | +125.5% | -218.2% | -95.7% |
| All | -77.8% | +227.8% | -305.6% | -89.3% |
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