-42.5%
SNAP vs TYL
-8.1%
-34.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -10.6% | +4.3% | -14.9% | -11.9% |
| 30D | -19.7% | +28.0% | -47.7% | -26.4% |
| 3M | -6.5% | +32.3% | -38.9% | -15.7% |
| 6M | -17.8% | +29.9% | -47.7% | -25.7% |
| YTD | -38.0% | -7.1% | -30.9% | -36.5% |
| 1Y | -42.5% | -9.2% | -33.2% | -40.9% |
| All | -42.5% | -8.1% | -34.4% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling