+189.5%
TMUS vs SNAP
-77.7%
+267.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.4% |
| 7D | +8.2% | -9.8% | +18.0% | +8.7% |
| 30D | +13.4% | -18.2% | +31.6% | +14.4% |
| 3M | -3.0% | -3.1% | 0.0% | -3.2% |
| 6M | -8.8% | -7.1% | -1.6% | -9.0% |
| YTD | -13.8% | -33.8% | +20.0% | -12.6% |
| 1Y | -17.1% | -39.0% | +22.0% | -15.5% |
| 3Y | +22.7% | -52.8% | +75.5% | +22.7% |
| 5Y | +52.8% | -90.0% | +142.8% | +64.4% |
| All | +189.5% | -77.7% | +267.3% | +149.7% |
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