-38.7%
SNAP vs TW
+21.1%
-59.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | +6.0% | +3.9% | +2.1% | +5.9% |
| 30D | -13.8% | +19.9% | -33.7% | -14.0% |
| 3M | -0.8% | +25.9% | -26.7% | -1.2% |
| 6M | -6.2% | +21.1% | -27.4% | -7.9% |
| YTD | -34.8% | +23.9% | -58.7% | -32.3% |
| 1Y | -38.7% | +21.2% | -59.9% | -36.7% |
| All | -38.7% | +21.1% | -59.8% | -36.7% |
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