+20.5%
TMUS vs SNAP
-54.3%
+74.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +9.5% | -10.6% | +20.1% | +9.2% |
| 30D | +13.8% | -19.7% | +33.5% | +13.2% |
| 3M | -4.6% | -6.5% | +2.0% | -4.7% |
| 6M | -11.7% | -17.8% | +6.1% | -12.1% |
| YTD | -15.4% | -38.0% | +22.7% | -15.6% |
| 1Y | -16.1% | -42.5% | +26.3% | -16.4% |
| 3Y | +20.5% | -55.8% | +76.3% | +15.8% |
| All | +20.5% | -54.3% | +74.8% | +15.8% |
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