-79.4%
SNAP vs TPR
+358.7%
-438.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.9% |
| 7D | -7.3% | +12.7% | -20.0% | -11.7% |
| 30D | -18.9% | +17.1% | -36.0% | -24.0% |
| 3M | -5.3% | -15.9% | +10.6% | -0.6% |
| 6M | -16.9% | +2.6% | -19.6% | -19.3% |
| YTD | -37.4% | +7.5% | -44.9% | -41.1% |
| 1Y | -38.5% | +32.9% | -71.4% | -46.8% |
| 3Y | -55.1% | +413.8% | -468.9% | -77.4% |
| 5Y | -90.8% | +263.9% | -354.7% | -94.8% |
| All | -79.4% | +358.7% | -438.1% | -89.1% |
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 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