-79.7%
SNAP vs TYL
+175.1%
-254.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.0% |
| 7D | -7.1% | +6.7% | -13.8% | -11.4% |
| 30D | -14.6% | +26.5% | -41.2% | -28.5% |
| 3M | -5.0% | +37.3% | -42.3% | -25.7% |
| 6M | -18.8% | +31.2% | -50.0% | -35.7% |
| YTD | -38.5% | -7.4% | -31.2% | -38.1% |
| 1Y | -38.1% | -9.6% | -28.5% | -36.6% |
| 3Y | -53.8% | +1.9% | -55.7% | -59.8% |
| 5Y | -90.7% | -21.1% | -69.6% | -90.0% |
| All | -79.7% | +175.1% | -254.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling