+3.3%
TLT vs SNAP
-53.9%
+57.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.4% |
| 7D | -2.7% | +2.6% | -5.3% | -2.7% |
| 30D | +2.2% | -19.6% | +21.7% | +2.4% |
| 3M | -1.7% | +0.4% | -2.1% | -1.8% |
| 6M | -4.0% | -5.9% | +2.0% | -4.0% |
| YTD | -4.9% | -35.3% | +30.4% | -4.7% |
| 1Y | -7.4% | -42.6% | +35.2% | -7.0% |
| All | +3.3% | -53.9% | +57.2% | +2.1% |
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