-92.9%
SNAP vs TKO
+306.8%
-399.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.3% |
| 30D | -0.7% | +0.9% | -1.6% | -1.1% |
| 3M | -5.0% | -6.2% | +1.2% | -2.8% |
| 6M | +3.5% | -5.6% | +9.1% | +5.2% |
| YTD | -34.2% | -7.8% | -26.4% | -32.8% |
| 1Y | -27.1% | -1.2% | -25.8% | -28.3% |
| 3Y | -43.5% | +106.5% | -150.0% | -62.7% |
| 5Y | -92.9% | +310.4% | -403.2% | -98.5% |
| All | -92.9% | +306.8% | -399.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling