-4.7%
TOST vs SNAP
-42.2%
+37.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | +9.4% | -7.1% | +16.6% | +11.3% |
| 30D | +13.5% | -14.6% | +28.1% | +18.3% |
| 3M | -0.1% | -5.0% | +4.8% | +0.1% |
| 6M | +22.5% | -18.8% | +41.3% | +27.1% |
| YTD | -2.4% | -38.5% | +36.2% | +20.0% |
| 1Y | -4.7% | -38.1% | +33.4% | +16.2% |
| All | -4.7% | -42.2% | +37.5% | +16.2% |
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