-85.6%
SNAP vs TPG
+71.4%
-157.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +6.8% |
| 7D | -3.2% | -11.8% | +8.7% | +5.5% |
| 30D | +0.2% | -6.3% | +6.4% | +4.1% |
| 3M | +2.6% | +13.6% | -11.0% | -6.9% |
| 6M | +12.4% | +13.8% | -1.4% | +1.0% |
| YTD | -31.6% | -23.7% | -7.9% | -18.9% |
| 1Y | -21.7% | -18.2% | -3.5% | -12.1% |
| 3Y | -41.2% | +80.1% | -121.4% | -67.2% |
| All | -85.6% | +71.4% | -157.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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