-52.6%
SNAP vs TPR
+412.6%
-465.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.1% | -21.1% | -16.5% |
| 7D | -10.4% | +13.9% | -24.2% | -14.8% |
| 30D | -11.9% | +14.9% | -26.9% | -16.8% |
| 3M | -4.5% | -15.4% | +10.9% | +0.1% |
| 6M | -16.7% | -4.5% | -12.2% | -17.4% |
| YTD | -36.9% | +6.0% | -42.9% | -40.7% |
| 1Y | -30.3% | +24.3% | -54.6% | -39.6% |
| All | -52.6% | +412.6% | -465.2% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling