-78.5%
SNAP vs TKO
+960.2%
-1,038.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +6.0% | +2.3% | +3.7% | +5.3% |
| 30D | -13.8% | +13.4% | -27.1% | -17.1% |
| 3M | -0.8% | -1.7% | +1.0% | -0.3% |
| 6M | -6.2% | +7.2% | -13.5% | -8.8% |
| YTD | -34.8% | -5.4% | -29.5% | -34.4% |
| 1Y | -38.7% | +8.7% | -47.4% | -41.1% |
| 3Y | -53.5% | +150.4% | -203.9% | -66.4% |
| 5Y | -90.2% | +276.6% | -366.8% | -94.1% |
| All | -78.5% | +960.2% | -1,038.7% | -90.9% |
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