-77.7%
SNAP vs TYL
+138.1%
-215.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.1% |
| 7D | +0.7% | -3.7% | +4.4% | +3.4% |
| 30D | +2.6% | +18.7% | -16.1% | -9.8% |
| 3M | -9.9% | +18.1% | -28.0% | -21.6% |
| 6M | +1.9% | -1.1% | +3.0% | -0.3% |
| YTD | -32.2% | -19.8% | -12.4% | -23.3% |
| 1Y | -22.8% | -34.3% | +11.5% | +1.6% |
| 3Y | -47.6% | -8.2% | -39.4% | -50.7% |
| 5Y | -92.7% | -25.4% | -67.3% | -91.8% |
| All | -77.7% | +138.1% | -215.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling