+352.0%
TMO vs SNAP
-78.1%
+430.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.8% | +6.0% | -5.3% | +0.2% |
| 30D | +4.0% | -13.8% | +17.8% | +5.4% |
| 3M | +17.6% | -0.8% | +18.4% | +17.2% |
| 6M | +57.3% | -6.2% | +63.5% | +56.9% |
| YTD | +21.2% | -34.8% | +56.0% | +24.6% |
| 1Y | +21.1% | -38.7% | +59.8% | +25.2% |
| 3Y | +58.8% | -53.5% | +112.3% | +62.1% |
| 5Y | +11.8% | -90.2% | +102.0% | +22.7% |
| All | +352.0% | -78.1% | +430.1% | +320.4% |
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