-25.4%
SNAP vs TW
-13.2%
-12.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | +1.5% | -3.5% | +5.0% | +1.6% |
| 30D | +1.9% | +0.5% | +1.4% | +1.8% |
| 3M | -3.9% | +4.9% | -8.8% | -4.2% |
| 6M | +5.2% | -17.1% | +22.3% | +5.1% |
| YTD | -32.7% | -3.9% | -28.9% | -31.2% |
| All | -25.4% | -13.2% | -12.2% | -24.1% |
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 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