+54.2%
TFC vs SNAP
-77.4%
+131.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +2.2% | +1.5% | +0.7% | +2.1% |
| 30D | -2.5% | +1.9% | -4.4% | -2.8% |
| 3M | +4.5% | -3.9% | +8.4% | +4.3% |
| 6M | +11.0% | +5.2% | +5.7% | +9.1% |
| YTD | +5.9% | -32.7% | +38.6% | +8.9% |
| 1Y | +14.6% | -24.8% | +39.4% | +16.0% |
| 3Y | +96.7% | -42.2% | +138.9% | +97.3% |
| 5Y | +15.6% | -92.7% | +108.3% | +30.0% |
| All | +54.2% | -77.4% | +131.5% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling