-77.7%
SNAP vs TKO
+905.1%
-982.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +2.6% | +1.6% | +1.0% | +2.2% |
| 3M | -9.9% | -7.8% | -2.1% | -7.7% |
| 6M | +1.9% | -13.3% | +15.2% | +6.1% |
| YTD | -32.2% | -10.3% | -21.9% | -30.5% |
| 1Y | -22.8% | -0.6% | -22.2% | -23.8% |
| 3Y | -47.6% | +88.5% | -136.1% | -58.7% |
| 5Y | -92.7% | +284.7% | -377.4% | -95.6% |
| All | -77.7% | +905.1% | -982.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling