-91.0%
SNAP vs TW
+37.3%
-128.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -7.1% | +4.2% | -11.4% | -8.7% |
| 30D | -14.6% | +18.9% | -33.6% | -20.7% |
| 3M | -5.0% | +23.8% | -28.8% | -13.5% |
| 6M | -18.8% | +17.0% | -35.9% | -24.9% |
| YTD | -38.5% | +19.2% | -57.8% | -44.6% |
| 1Y | -38.1% | +20.1% | -58.2% | -44.5% |
| 3Y | -53.8% | +40.5% | -94.3% | -67.2% |
| All | -91.0% | +37.3% | -128.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling