-41.3%
TE vs SNAP
-92.9%
+51.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.2% |
| 7D | +18.2% | +1.5% | +16.7% | +17.7% |
| 30D | -13.5% | +1.9% | -15.4% | -14.0% |
| 3M | -44.6% | -3.9% | -40.7% | -44.3% |
| 6M | -24.7% | +5.2% | -29.9% | -26.7% |
| YTD | -24.3% | -32.7% | +8.5% | -17.9% |
| 1Y | +155.6% | -24.8% | +180.3% | +168.6% |
| 3Y | -18.3% | -42.2% | +23.9% | -14.9% |
| 5Y | -41.3% | -92.7% | +51.4% | -15.5% |
| All | -41.3% | -92.9% | +51.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling