-92.8%
SNAP vs TMF
-87.5%
-5.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | +0.7% | -1.4% | +2.2% | +0.8% |
| 30D | +2.6% | -2.8% | +5.5% | +2.7% |
| 3M | -9.9% | -10.9% | +1.0% | -9.7% |
| 6M | +1.9% | -21.3% | +23.2% | +2.2% |
| YTD | -32.2% | -15.9% | -16.3% | -32.0% |
| 1Y | -22.8% | -15.7% | -7.1% | -22.7% |
| 3Y | -47.6% | -43.4% | -4.2% | -48.2% |
| All | -92.8% | -87.5% | -5.3% | -94.9% |
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