+50.6%
TFC vs SNAP
-79.3%
+129.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.7% |
| 7D | +1.2% | -7.1% | +8.3% | +1.9% |
| 30D | +8.3% | -14.6% | +23.0% | +9.9% |
| 3M | -5.2% | -5.0% | -0.2% | -5.1% |
| 6M | -0.8% | -18.8% | +18.0% | +0.4% |
| YTD | +3.4% | -38.5% | +42.0% | +7.1% |
| 1Y | +17.0% | -38.1% | +55.1% | +21.0% |
| 3Y | +86.2% | -53.8% | +139.9% | +90.7% |
| 5Y | -2.3% | -90.7% | +88.4% | +8.0% |
| All | +50.6% | -79.3% | +129.9% | +32.3% |
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