+5.4%
TEM vs SNAP
-41.2%
+46.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.4% | -6.0% |
| 7D | -5.9% | +6.0% | -11.9% | -8.2% |
| 30D | +4.8% | -13.8% | +18.6% | +10.8% |
| 3M | +31.9% | -0.8% | +32.6% | +28.0% |
| 6M | +56.0% | -6.2% | +62.2% | +54.7% |
| YTD | +21.3% | -34.8% | +56.1% | +45.4% |
| 1Y | +5.4% | -38.7% | +44.1% | +36.1% |
| All | +5.4% | -41.2% | +46.6% | +36.1% |
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