-79.7%
SNAP vs TPR
+347.7%
-427.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | -7.1% | +14.2% | -21.3% | -12.0% |
| 30D | -14.6% | +17.1% | -31.7% | -20.0% |
| 3M | -5.0% | -17.7% | +12.7% | +0.5% |
| 6M | -18.8% | -10.2% | -8.6% | -17.4% |
| YTD | -38.5% | +4.9% | -43.4% | -41.7% |
| 1Y | -38.1% | +36.1% | -74.2% | -46.9% |
| 3Y | -53.8% | +416.5% | -470.2% | -76.8% |
| 5Y | -90.7% | +254.8% | -345.5% | -94.7% |
| All | -79.7% | +347.7% | -427.4% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling