+53.5%
TFC vs SNAP
-79.0%
+132.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | +0.3% | -7.3% | +7.7% | +1.0% |
| 30D | +9.2% | -18.9% | +28.1% | +11.4% |
| 3M | -2.9% | -5.3% | +2.3% | -2.8% |
| 6M | +3.5% | -16.9% | +20.4% | +4.5% |
| YTD | +5.4% | -37.4% | +42.9% | +9.0% |
| 1Y | +17.3% | -38.5% | +55.8% | +21.4% |
| 3Y | +96.7% | -55.1% | +151.7% | +102.1% |
| 5Y | -1.1% | -90.8% | +89.7% | +9.4% |
| All | +53.5% | -79.0% | +132.5% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling