+15.7%
TFC vs SNAP
-38.5%
+54.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.5% |
| 7D | -1.2% | -9.8% | +8.6% | -0.5% |
| 30D | +7.8% | -18.2% | +26.0% | +9.1% |
| 3M | -3.0% | -3.1% | +0.1% | -3.0% |
| 6M | +5.8% | -7.1% | +12.9% | +5.9% |
| YTD | +5.3% | -33.8% | +39.1% | +5.0% |
| 1Y | +15.7% | -39.0% | +54.7% | +17.9% |
| All | +15.7% | -38.5% | +54.2% | +17.9% |
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