-53.2%
TE vs SNAP
-69.0%
+15.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.4% | +2.2% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | -15.9% | +2.6% | -18.5% | -16.4% |
| 3M | -60.5% | -9.9% | -50.7% | -59.8% |
| 6M | -35.2% | +1.9% | -37.1% | -36.2% |
| YTD | -31.1% | -32.2% | +1.1% | -26.5% |
| 1Y | +148.6% | -22.8% | +171.5% | +158.1% |
| 3Y | -26.4% | -47.6% | +21.2% | -22.0% |
| 5Y | -48.0% | -92.7% | +44.7% | -35.3% |
| All | -53.2% | -69.0% | +15.9% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling