-22.8%
SNAP vs TMF
-15.2%
-7.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +0.7% | -1.4% | +2.2% | +1.1% |
| 30D | +2.6% | -2.8% | +5.5% | +3.2% |
| 3M | -9.9% | -10.9% | +1.0% | -8.8% |
| 6M | +1.9% | -21.3% | +23.2% | +3.1% |
| YTD | -32.2% | -15.9% | -16.3% | -30.8% |
| 1Y | -22.8% | -15.7% | -7.1% | -20.0% |
| All | -22.8% | -15.2% | -7.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling