+126.5%
TDG vs SNAP
-92.8%
+219.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | -8.0% | -0.7% | -7.2% | -8.1% |
| 3M | -10.5% | -5.0% | -5.5% | -10.5% |
| 6M | -11.9% | +3.5% | -15.4% | -13.1% |
| YTD | -15.4% | -34.2% | +18.8% | -12.8% |
| 1Y | -14.2% | -27.1% | +12.9% | -12.8% |
| 3Y | +51.0% | -43.5% | +94.5% | +50.7% |
| 5Y | +126.5% | -92.9% | +219.3% | +157.3% |
| All | +126.5% | -92.8% | +219.3% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling