-79.4%
SNAP vs TMF
-79.2%
-0.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -7.3% | +0.6% | -7.9% | -7.3% |
| 30D | -18.9% | +16.3% | -35.3% | -18.6% |
| 3M | -5.3% | -2.7% | -2.6% | -5.3% |
| 6M | -16.9% | -13.2% | -3.8% | -17.3% |
| YTD | -37.4% | -16.7% | -20.7% | -37.8% |
| 1Y | -38.5% | -22.7% | -15.8% | -39.0% |
| 3Y | -55.1% | -26.1% | -29.0% | -55.3% |
| 5Y | -90.8% | -88.4% | -2.4% | -92.5% |
| All | -79.4% | -79.2% | -0.1% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling