-52.6%
SNAP vs TMF
-25.2%
-27.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.6% | -14.6% | -14.1% |
| 7D | -10.4% | +2.7% | -13.1% | -10.7% |
| 30D | -11.9% | +19.3% | -31.3% | -14.0% |
| 3M | -4.5% | -3.7% | -0.8% | -4.2% |
| 6M | -16.7% | -11.3% | -5.4% | -15.8% |
| YTD | -36.9% | -16.6% | -20.3% | -35.9% |
| 1Y | -30.3% | -21.1% | -9.2% | -28.8% |
| All | -52.6% | -25.2% | -27.4% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling