-45.3%
TE vs SNAP
-41.2%
-4.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | -19.1% | +6.0% | -25.1% | -20.9% |
| 30D | -34.1% | -13.8% | -20.4% | -30.3% |
| 3M | -60.1% | -0.8% | -59.4% | -60.4% |
| 6M | -66.0% | -6.2% | -59.7% | -65.2% |
| YTD | -71.4% | -34.8% | -36.6% | -53.3% |
| 1Y | -45.3% | -38.7% | -6.6% | +6.8% |
| All | -45.3% | -41.2% | -4.1% | +6.8% |
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