+183.7%
TMUS vs SNAP
-79.0%
+262.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +4.0% |
| 7D | +5.3% | -7.3% | +12.7% | +5.7% |
| 30D | +13.5% | -18.9% | +32.5% | +14.7% |
| 3M | -4.2% | -5.3% | +1.0% | -4.3% |
| 6M | -11.9% | -16.9% | +5.0% | -11.5% |
| YTD | -15.6% | -37.4% | +21.9% | -14.1% |
| 1Y | -16.8% | -38.5% | +21.7% | -15.3% |
| 3Y | +20.8% | -55.1% | +75.9% | +21.1% |
| 5Y | +48.0% | -90.8% | +138.8% | +60.2% |
| All | +183.7% | -79.0% | +262.7% | +145.5% |
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