+172.5%
TMUS vs SNAP
-79.3%
+251.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.0% |
| 7D | +3.6% | -7.1% | +10.7% | +3.9% |
| 30D | -3.4% | -14.6% | +11.3% | -2.8% |
| 3M | -9.5% | -5.0% | -4.5% | -9.5% |
| 6M | -15.2% | -18.8% | +3.6% | -14.7% |
| YTD | -18.9% | -38.5% | +19.6% | -17.4% |
| 1Y | -17.7% | -38.1% | +20.4% | -16.3% |
| 3Y | +15.6% | -53.8% | +69.4% | +15.6% |
| 5Y | +38.9% | -90.7% | +129.6% | +50.0% |
| All | +172.5% | -79.3% | +251.8% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling