+616.7%
TDG vs SNAP
-78.1%
+694.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +1.7% | +6.0% | -4.4% | +0.9% |
| 30D | +9.7% | -13.8% | +23.5% | +11.5% |
| 3M | -2.3% | -0.8% | -1.6% | -2.8% |
| 6M | +1.3% | -6.2% | +7.6% | +1.0% |
| YTD | -8.5% | -34.8% | +26.4% | -5.2% |
| 1Y | -8.1% | -38.7% | +30.6% | -4.2% |
| 3Y | +43.4% | -53.5% | +96.8% | +46.4% |
| 5Y | +127.8% | -90.2% | +218.0% | +160.8% |
| All | +616.7% | -78.1% | +694.8% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling