-91.0%
SNAP vs TMF
-88.0%
-3.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -7.1% | +1.2% | -8.3% | -7.2% |
| 30D | -14.6% | +19.7% | -34.4% | -15.3% |
| 3M | -5.0% | -2.1% | -2.9% | -4.9% |
| 6M | -18.8% | -13.4% | -5.4% | -18.5% |
| YTD | -38.5% | -16.7% | -21.8% | -38.2% |
| 1Y | -38.1% | -23.3% | -14.7% | -37.6% |
| 3Y | -53.8% | -24.8% | -29.0% | -53.7% |
| All | -91.0% | -88.0% | -3.0% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling