+571.4%
TDG vs SNAP
-76.3%
+647.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.8% |
| 7D | -1.9% | +3.8% | -5.7% | -2.3% |
| 30D | -7.7% | +9.2% | -16.9% | -8.9% |
| 3M | -9.3% | +6.6% | -15.9% | -10.7% |
| 6M | -9.4% | +16.9% | -26.3% | -12.1% |
| YTD | -14.3% | -29.6% | +15.4% | -11.8% |
| 1Y | -11.8% | -22.1% | +10.3% | -10.8% |
| 3Y | +52.0% | -39.8% | +91.8% | +50.4% |
| 5Y | +128.8% | -92.4% | +221.2% | +170.7% |
| All | +571.4% | -76.3% | +647.7% | +439.7% |
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