-44.5%
TOST vs SNAP
-93.3%
+48.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | +9.4% | -7.1% | +16.6% | +11.4% |
| 30D | +13.5% | -14.6% | +28.1% | +18.2% |
| 3M | -0.1% | -5.0% | +4.8% | +0.2% |
| 6M | +22.5% | -18.8% | +41.3% | +27.0% |
| YTD | -2.4% | -38.5% | +36.2% | +8.7% |
| 1Y | -4.7% | -38.1% | +33.4% | +5.8% |
| 3Y | +103.2% | -53.8% | +157.0% | +113.6% |
| 5Y | -41.2% | -90.7% | +49.4% | -4.1% |
| All | -44.5% | -93.3% | +48.8% | -2.4% |
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