-90.4%
SNAP vs TPR
+255.9%
-346.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.1% | -21.1% | -17.7% |
| 7D | -10.4% | +13.9% | -24.2% | -16.9% |
| 30D | -11.9% | +14.9% | -26.9% | -19.1% |
| 3M | -4.5% | -15.4% | +10.9% | +2.0% |
| 6M | -16.7% | -4.5% | -12.2% | -18.0% |
| YTD | -36.9% | +6.0% | -42.9% | -42.7% |
| 1Y | -30.3% | +24.3% | -54.6% | -43.4% |
| 3Y | -52.5% | +412.8% | -465.3% | -86.7% |
| 5Y | -90.4% | +258.4% | -348.9% | -96.8% |
| All | -90.4% | +255.9% | -346.4% | -96.8% |
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