+563.5%
TDG vs SNAP
-77.0%
+640.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.3% |
| 30D | -9.3% | +0.2% | -9.5% | -9.5% |
| 3M | -7.1% | +2.6% | -9.7% | -8.0% |
| 6M | -11.2% | +12.4% | -23.6% | -13.4% |
| YTD | -15.3% | -31.6% | +16.3% | -12.5% |
| 1Y | -12.5% | -21.7% | +9.2% | -11.5% |
| 3Y | +51.2% | -41.2% | +92.4% | +50.1% |
| 5Y | +126.1% | -92.6% | +218.7% | +168.5% |
| All | +563.5% | -77.0% | +640.5% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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