-5.5%
TOST vs SNAP
-41.2%
+35.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | 0.0% | +6.0% | -6.0% | -1.7% |
| 30D | +16.2% | -13.8% | +30.0% | +20.6% |
| 3M | -1.5% | -0.8% | -0.8% | -2.5% |
| 6M | +55.3% | -6.2% | +61.5% | +53.6% |
| YTD | -2.3% | -34.8% | +32.5% | +17.5% |
| 1Y | -5.5% | -38.7% | +33.2% | +14.4% |
| All | -5.5% | -41.2% | +35.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling