+51.8%
TMUS vs SNAP
-90.3%
+142.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +4.9% | +6.0% | -1.1% | +4.8% |
| 30D | +7.7% | -13.8% | +21.5% | +7.9% |
| 3M | -6.8% | -0.8% | -6.0% | -6.9% |
| 6M | -9.7% | -6.2% | -3.4% | -9.8% |
| YTD | -15.0% | -34.8% | +19.9% | -14.4% |
| 1Y | -19.1% | -38.7% | +19.6% | -18.5% |
| 3Y | +21.4% | -53.5% | +74.9% | +21.0% |
| All | +51.8% | -90.3% | +142.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling