-24.3%
SNAP vs TDY
+9.2%
-33.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.9% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | +0.2% | -12.5% | +12.7% | +4.6% |
| 3M | +2.6% | -0.8% | +3.4% | +2.5% |
| 6M | +12.4% | -9.0% | +21.4% | +14.2% |
| YTD | -31.6% | +16.8% | -48.4% | -37.3% |
| All | -24.3% | +9.2% | -33.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling