+59.7%
TEM vs SNAP
-65.0%
+124.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.5% |
| 30D | +23.5% | +1.9% | +21.6% | +21.5% |
| 3M | +32.3% | -3.9% | +36.2% | +32.1% |
| 6M | +23.0% | +5.2% | +17.8% | +17.9% |
| YTD | +8.9% | -32.7% | +41.6% | +25.1% |
| 1Y | -19.9% | -24.8% | +4.9% | -13.6% |
| All | +59.7% | -65.0% | +124.7% | +90.2% |
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