-75.8%
SNAP vs TYL
+176.9%
-252.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +2.6% |
| 7D | -0.7% | +17.3% | -17.9% | -11.7% |
| 30D | +5.5% | +28.9% | -23.4% | -12.6% |
| 3M | +2.2% | +35.1% | -32.8% | -18.8% |
| 6M | -4.1% | +29.3% | -33.4% | -23.0% |
| YTD | -26.6% | -6.8% | -19.9% | -26.2% |
| 1Y | -20.7% | -9.9% | -10.8% | -18.3% |
| 3Y | -44.8% | +1.7% | -46.4% | -51.7% |
| 5Y | -88.7% | -21.6% | -67.1% | -87.8% |
| All | -75.8% | +176.9% | -252.7% | -87.4% |
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 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