+96.6%
TFC vs SNAP
-46.7%
+143.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -1.3% | +2.6% | -3.9% | -1.8% |
| 3M | +6.1% | -9.9% | +15.9% | +6.8% |
| 6M | +7.3% | +1.9% | +5.5% | +5.5% |
| YTD | +8.2% | -32.2% | +40.4% | +12.2% |
| 1Y | +14.4% | -22.8% | +37.3% | +15.8% |
| All | +96.6% | -46.7% | +143.4% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling