-19.1%
TMUS vs SNAP
-41.2%
+22.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +4.9% | +6.0% | -1.1% | +5.3% |
| 30D | +7.7% | -13.8% | +21.5% | +6.8% |
| 3M | -6.8% | -0.8% | -6.0% | -6.8% |
| 6M | -9.7% | -6.2% | -3.4% | -10.4% |
| YTD | -15.0% | -34.8% | +19.9% | -15.1% |
| 1Y | -19.1% | -38.7% | +19.6% | -20.1% |
| All | -19.1% | -41.2% | +22.0% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling