-20.7%
SNAP vs TPR
+20.9%
-41.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.4% |
| 7D | -0.7% | +12.6% | -13.3% | -2.1% |
| 30D | +5.5% | +7.1% | -1.6% | +4.6% |
| 3M | +2.2% | -19.4% | +21.6% | +3.8% |
| 6M | -4.1% | -9.7% | +5.7% | -3.8% |
| YTD | -26.6% | -1.0% | -25.6% | -21.9% |
| 1Y | -20.7% | +19.3% | -40.1% | -11.1% |
| All | -20.7% | +20.9% | -41.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling