-41.9%
SNAP vs TW
+18.0%
-59.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -7.3% | +3.4% | -10.8% | -7.4% |
| 30D | -18.9% | +15.5% | -34.4% | -19.1% |
| 3M | -5.3% | +25.1% | -30.4% | -5.5% |
| 6M | -16.9% | +18.2% | -35.1% | -18.2% |
| YTD | -37.4% | +19.7% | -57.1% | -34.9% |
| All | -41.9% | +18.0% | -59.8% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling