-53.7%
SNAP vs TW
+298.0%
-351.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +2.6% | +3.2% | -0.6% | +1.2% |
| 30D | -19.6% | +19.7% | -39.3% | -25.5% |
| 3M | +0.4% | +26.8% | -26.5% | -9.5% |
| 6M | -5.9% | +20.9% | -26.8% | -14.1% |
| YTD | -35.3% | +22.9% | -58.2% | -42.3% |
| 1Y | -42.6% | +20.4% | -62.9% | -48.3% |
| 3Y | -53.9% | +42.9% | -96.8% | -64.3% |
| 5Y | -90.3% | +40.2% | -130.5% | -92.7% |
| All | -53.7% | +298.0% | -351.7% | -75.3% |
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