-52.9%
SNAP vs TW
+211.2%
-264.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -0.7% | -0.6% | -0.1% | -0.6% |
| 3M | -5.0% | +3.4% | -8.4% | -7.1% |
| 6M | +3.5% | -18.4% | +22.0% | +11.5% |
| YTD | -34.2% | -3.9% | -30.3% | -34.8% |
| 1Y | -27.1% | -13.3% | -13.7% | -24.3% |
| 3Y | -43.5% | +20.8% | -64.3% | -53.5% |
| 5Y | -92.9% | +20.3% | -113.2% | -94.3% |
| All | -52.9% | +211.2% | -264.2% | -72.1% |
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