-79.2%
SNAP vs TRMB
+67.6%
-146.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.1% | -12.9% | -13.3% |
| 7D | -10.4% | -17.9% | +7.5% | +0.2% |
| 30D | -11.9% | -12.0% | +0.1% | -6.3% |
| 3M | -4.5% | -8.4% | +3.9% | -1.6% |
| 6M | -16.7% | -21.5% | +4.9% | -4.8% |
| YTD | -36.9% | -31.5% | -5.4% | -20.3% |
| 1Y | -30.3% | -33.4% | +3.2% | -10.5% |
| 3Y | -52.5% | +26.5% | -79.0% | -62.1% |
| 5Y | -90.4% | -37.9% | -52.5% | -87.4% |
| All | -79.2% | +67.6% | -146.8% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling