-42.2%
SNAP vs TW
+21.9%
-64.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | +1.5% | -3.5% | +5.0% | +1.8% |
| 30D | +1.9% | +0.5% | +1.4% | +1.8% |
| 3M | -3.9% | +4.9% | -8.8% | -4.5% |
| 6M | +5.2% | -17.1% | +22.3% | +6.9% |
| YTD | -32.7% | -3.9% | -28.9% | -32.6% |
| 1Y | -24.8% | -13.3% | -11.5% | -23.8% |
| 3Y | -42.2% | +20.9% | -63.1% | -49.1% |
| All | -42.2% | +21.9% | -64.1% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling