-55.7%
SNAP vs TW
+291.9%
-347.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -10.6% | +3.1% | -13.7% | -11.7% |
| 30D | -19.7% | +16.7% | -36.4% | -24.9% |
| 3M | -6.5% | +25.2% | -31.7% | -15.2% |
| 6M | -17.8% | +19.5% | -37.2% | -24.6% |
| YTD | -38.0% | +21.0% | -59.0% | -44.4% |
| 1Y | -42.5% | +19.0% | -61.4% | -48.0% |
| 3Y | -55.8% | +40.7% | -96.5% | -65.6% |
| 5Y | -90.5% | +40.1% | -130.7% | -92.9% |
| All | -55.7% | +291.9% | -347.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling