-77.5%
SNAP vs TKO
+924.7%
-1,002.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.7% | +4.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | +2.6% | -7.8% | +10.4% | +5.0% |
| 6M | +12.4% | -7.0% | +19.4% | +14.4% |
| YTD | -31.6% | -8.5% | -23.1% | -30.3% |
| 1Y | -21.7% | -1.3% | -20.4% | -22.5% |
| 3Y | -41.2% | +105.0% | -146.2% | -54.9% |
| 5Y | -92.6% | +292.9% | -385.5% | -95.6% |
| All | -77.5% | +924.7% | -1,002.1% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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