-38.7%
SNAP vs TPR
+29.2%
-67.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -13.8% | +15.1% | -28.9% | -15.7% |
| 3M | -0.8% | +3.5% | -4.3% | -1.6% |
| 6M | -6.2% | +0.4% | -6.7% | -7.5% |
| YTD | -34.8% | +4.6% | -39.4% | -31.5% |
| 1Y | -38.7% | +33.1% | -71.8% | -36.7% |
| All | -38.7% | +29.2% | -67.9% | -36.7% |
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