-77.7%
SNAP vs TDY
+351.2%
-428.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | +0.7% | -1.8% | +2.6% | +1.8% |
| 30D | +2.6% | -10.7% | +13.3% | +9.7% |
| 3M | -9.9% | -1.3% | -8.6% | -9.7% |
| 6M | +1.9% | -10.6% | +12.4% | +8.1% |
| YTD | -32.2% | +19.6% | -51.8% | -40.8% |
| 1Y | -22.8% | +11.6% | -34.5% | -29.7% |
| 3Y | -47.6% | +45.2% | -92.8% | -59.7% |
| 5Y | -92.7% | +36.1% | -128.8% | -94.1% |
| All | -77.7% | +351.2% | -428.8% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling