-9.3%
TLT vs SNAP
-77.4%
+68.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.4% |
| 30D | -0.3% | +1.9% | -2.2% | -0.3% |
| 3M | -1.7% | -3.9% | +2.2% | -1.7% |
| 6M | -4.9% | +5.2% | -10.1% | -4.8% |
| YTD | -2.8% | -32.7% | +29.9% | -3.0% |
| 1Y | -4.2% | -24.8% | +20.6% | -4.3% |
| 3Y | -1.1% | -42.2% | +41.1% | -1.0% |
| 5Y | -33.7% | -92.7% | +59.0% | -35.0% |
| All | -9.3% | -77.4% | +68.1% | -6.3% |
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 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