-44.8%
TOST vs SNAP
-93.3%
+48.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +3.0% | -10.6% | +13.5% | +6.0% |
| 30D | +10.3% | -19.7% | +30.0% | +17.0% |
| 3M | -3.3% | -6.5% | +3.3% | -2.5% |
| 6M | +37.8% | -17.8% | +55.6% | +42.5% |
| YTD | -2.8% | -38.0% | +35.3% | +8.0% |
| 1Y | -9.6% | -42.5% | +32.9% | +2.5% |
| 3Y | +144.6% | -55.8% | +200.5% | +161.6% |
| 5Y | -31.0% | -90.5% | +59.6% | +11.9% |
| All | -44.8% | -93.3% | +48.5% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling