-53.4%
SNAP vs TW
+301.3%
-354.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.4% |
| 7D | +6.0% | +3.9% | +2.1% | +4.4% |
| 30D | -13.8% | +19.9% | -33.7% | -20.2% |
| 3M | -0.8% | +25.9% | -26.7% | -10.2% |
| 6M | -6.2% | +21.1% | -27.4% | -14.5% |
| YTD | -34.8% | +23.9% | -58.7% | -42.1% |
| 1Y | -38.7% | +21.2% | -59.9% | -45.0% |
| 3Y | -53.5% | +44.8% | -98.2% | -64.2% |
| 5Y | -90.2% | +41.4% | -131.6% | -92.6% |
| All | -53.4% | +301.3% | -354.7% | -75.2% |
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