-77.7%
SNAP vs TRMB
+85.8%
-163.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.3% |
| 7D | +0.7% | -2.5% | +3.3% | +2.6% |
| 30D | +2.6% | +1.5% | +1.1% | +1.3% |
| 3M | -9.9% | +6.8% | -16.7% | -14.0% |
| 6M | +1.9% | -14.9% | +16.8% | +13.6% |
| YTD | -32.2% | -24.1% | -8.1% | -18.0% |
| 1Y | -22.8% | -25.4% | +2.5% | -5.8% |
| 3Y | -47.6% | +8.0% | -55.6% | -52.3% |
| 5Y | -92.7% | -37.3% | -55.4% | -90.3% |
| All | -77.7% | +85.8% | -163.5% | -84.5% |
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