-90.5%
SNAP vs TPR
+268.5%
-359.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -10.6% | +12.1% | -22.6% | -16.4% |
| 30D | -19.7% | +16.7% | -36.4% | -26.8% |
| 3M | -6.5% | -17.4% | +10.8% | +1.2% |
| 6M | -17.8% | +2.3% | -20.0% | -21.5% |
| YTD | -38.0% | +7.1% | -45.2% | -44.0% |
| 1Y | -42.5% | +29.5% | -72.0% | -53.9% |
| 3Y | -55.8% | +415.0% | -470.9% | -87.6% |
| 5Y | -90.5% | +261.5% | -352.0% | -96.9% |
| All | -90.5% | +268.5% | -359.0% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling