+39.5%
TMUS vs SNAP
-46.7%
+86.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -3.5% |
| 7D | +0.1% | +0.7% | -0.7% | +0.1% |
| 30D | +5.3% | +2.6% | +2.6% | +5.3% |
| 3M | +3.1% | -9.9% | +13.0% | +2.9% |
| 6M | -16.5% | +1.9% | -18.3% | -16.3% |
| YTD | -9.2% | -32.2% | +23.1% | -9.0% |
| 1Y | -26.5% | -22.8% | -3.6% | -26.4% |
| All | +39.5% | -46.7% | +86.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling