-16.3%
TMUS vs SNAP
-39.3%
+23.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +4.3% |
| 7D | +5.3% | -7.3% | +12.7% | +4.9% |
| 30D | +13.5% | -18.9% | +32.5% | +12.2% |
| 3M | -4.2% | -5.3% | +1.0% | -4.5% |
| 6M | -11.9% | -16.9% | +5.0% | -13.5% |
| YTD | -15.6% | -37.4% | +21.9% | -15.7% |
| All | -16.3% | -39.3% | +23.0% | -16.5% |
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 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