-79.7%
SNAP vs TMF
-79.3%
-0.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -7.1% | +1.2% | -8.3% | -7.1% |
| 30D | -14.6% | +19.7% | -34.4% | -14.2% |
| 3M | -5.0% | -2.1% | -2.9% | -5.0% |
| 6M | -18.8% | -13.4% | -5.4% | -19.2% |
| YTD | -38.5% | -16.7% | -21.8% | -38.9% |
| 1Y | -38.1% | -23.3% | -14.7% | -38.6% |
| 3Y | -53.8% | -24.8% | -29.0% | -53.9% |
| 5Y | -90.7% | -88.0% | -2.6% | -92.3% |
| All | -79.7% | -79.3% | -0.5% | -83.4% |
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