-39.0%
SNAP vs TW
+19.9%
-58.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.8% |
| 7D | -9.8% | +2.8% | -12.6% | -9.9% |
| 30D | -18.2% | +18.1% | -36.3% | -18.4% |
| 3M | -3.1% | +25.2% | -28.3% | -3.4% |
| 6M | -7.1% | +19.1% | -26.2% | -8.8% |
| YTD | -33.8% | +21.9% | -55.7% | -31.2% |
| 1Y | -39.0% | +18.9% | -58.0% | -37.0% |
| All | -39.0% | +19.9% | -58.9% | -37.0% |
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