-78.2%
SNAP vs TMF
-80.0%
+1.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | -3.4% | -6.4% | -9.9% |
| 30D | -18.2% | +11.5% | -29.7% | -18.0% |
| 3M | -3.1% | -4.5% | +1.4% | -3.2% |
| 6M | -7.1% | -15.0% | +7.8% | -7.6% |
| YTD | -33.8% | -19.9% | -14.0% | -34.3% |
| 1Y | -39.0% | -26.6% | -12.5% | -39.7% |
| 3Y | -52.8% | -29.8% | -23.0% | -53.1% |
| 5Y | -90.0% | -88.2% | -1.8% | -91.8% |
| All | -78.2% | -80.0% | +1.9% | -82.2% |
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