+10.6%
TE vs SNAP
-55.0%
+65.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.5% |
| 7D | -10.5% | -7.3% | -3.2% | -8.1% |
| 30D | -32.4% | -18.9% | -13.5% | -28.0% |
| 3M | -60.9% | -5.3% | -55.6% | -60.4% |
| 6M | -62.8% | -16.9% | -45.9% | -61.0% |
| YTD | -65.7% | -37.4% | -28.3% | -61.3% |
| 1Y | -39.9% | -38.5% | -1.4% | -31.4% |
| 3Y | +10.6% | -55.1% | +65.7% | +18.0% |
| All | +10.6% | -55.0% | +65.6% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling