-92.6%
SNAP vs TDY
+34.3%
-126.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.8% |
| 7D | -3.2% | -1.9% | -1.3% | -1.7% |
| 30D | +0.2% | -12.5% | +12.7% | +11.2% |
| 3M | +2.6% | -0.8% | +3.4% | +2.1% |
| 6M | +12.4% | -9.0% | +21.4% | +19.6% |
| YTD | -31.6% | +16.8% | -48.4% | -42.9% |
| 1Y | -21.7% | +9.5% | -31.2% | -30.9% |
| 3Y | -41.2% | +45.4% | -86.6% | -61.4% |
| 5Y | -92.6% | +37.8% | -130.4% | -95.1% |
| All | -92.6% | +34.3% | -126.9% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling