+15.6%
TMUS vs SNAP
-53.8%
+69.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +0.8% |
| 7D | +3.6% | -7.1% | +10.7% | +3.4% |
| 30D | -3.4% | -14.6% | +11.3% | -3.7% |
| 3M | -9.5% | -5.0% | -4.5% | -9.5% |
| 6M | -15.2% | -18.8% | +3.6% | -15.6% |
| YTD | -18.9% | -38.5% | +19.6% | -19.2% |
| 1Y | -17.7% | -38.1% | +20.4% | -17.9% |
| 3Y | +15.6% | -53.8% | +69.4% | +11.9% |
| All | +15.6% | -53.8% | +69.5% | +11.9% |
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