+148.6%
TE vs SNAP
-24.3%
+173.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.4% | +2.7% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -15.9% | +2.6% | -18.5% | -16.7% |
| 3M | -60.5% | -9.9% | -50.7% | -59.3% |
| 6M | -35.2% | +1.9% | -37.1% | -31.3% |
| YTD | -31.1% | -32.2% | +1.1% | -16.2% |
| 1Y | +148.6% | -22.8% | +171.5% | +203.5% |
| All | +148.6% | -24.3% | +173.0% | +203.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling