-54.0%
TE vs SNAP
-39.9%
-14.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.2% |
| 7D | -26.9% | -10.6% | -16.3% | -23.2% |
| 30D | -38.9% | -19.7% | -19.2% | -33.6% |
| 3M | -61.0% | -6.5% | -54.5% | -60.2% |
| 6M | -66.4% | -17.8% | -48.6% | -64.2% |
| YTD | -69.0% | -38.0% | -31.0% | -51.6% |
| 1Y | -54.0% | -42.5% | -11.5% | -23.7% |
| All | -54.0% | -39.9% | -14.1% | -23.7% |
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 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