-90.4%
SNAP vs TYL
-20.5%
-69.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -15.3% |
| 7D | -10.4% | +15.1% | -25.5% | -19.7% |
| 30D | -11.9% | +30.1% | -42.0% | -28.3% |
| 3M | -4.5% | +40.4% | -44.9% | -27.6% |
| 6M | -16.7% | +31.3% | -48.0% | -34.8% |
| YTD | -36.9% | -5.2% | -31.7% | -36.5% |
| 1Y | -30.3% | -6.6% | -23.7% | -29.0% |
| 3Y | -52.5% | +3.4% | -55.9% | -61.1% |
| 5Y | -90.4% | -19.3% | -71.2% | -89.9% |
| All | -90.4% | -20.5% | -69.9% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling