-79.2%
SNAP vs TMF
-79.2%
0.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.6% | -14.6% | -14.0% |
| 7D | -10.4% | +2.7% | -13.1% | -10.3% |
| 30D | -11.9% | +19.3% | -31.3% | -11.5% |
| 3M | -4.5% | -3.7% | -0.8% | -4.6% |
| 6M | -16.7% | -11.3% | -5.4% | -17.0% |
| YTD | -36.9% | -16.6% | -20.3% | -37.3% |
| 1Y | -30.3% | -21.1% | -9.2% | -30.8% |
| 3Y | -52.5% | -26.8% | -25.7% | -52.7% |
| 5Y | -90.4% | -88.0% | -2.4% | -92.1% |
| All | -79.2% | -79.2% | 0.0% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling