-80.5%
TE vs SNAP
-70.2%
-10.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -19.1% | +6.0% | -25.1% | -20.1% |
| 30D | -34.1% | -13.8% | -20.4% | -32.0% |
| 3M | -60.1% | -0.8% | -59.4% | -60.2% |
| 6M | -66.0% | -6.2% | -59.7% | -65.6% |
| YTD | -71.4% | -34.8% | -36.6% | -69.3% |
| 1Y | -45.3% | -38.7% | -6.6% | -40.3% |
| 3Y | +9.1% | -53.5% | +62.6% | +18.4% |
| 5Y | -82.6% | -90.2% | +7.6% | -78.6% |
| All | -80.5% | -70.2% | -10.3% | -76.7% |
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 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