-92.7%
SNAP vs TD
+123.5%
-216.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +0.8% |
| 30D | +1.9% | -0.7% | +2.5% | +2.3% |
| 3M | -3.9% | +6.3% | -10.2% | -10.0% |
| 6M | +5.2% | +27.9% | -22.7% | -17.1% |
| YTD | -32.7% | +29.8% | -62.5% | -47.8% |
| 1Y | -24.8% | +63.7% | -88.4% | -52.9% |
| 3Y | -42.2% | +128.3% | -170.5% | -73.8% |
| 5Y | -92.7% | +125.5% | -218.2% | -96.4% |
| All | -92.7% | +123.5% | -216.2% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling