+103.2%
TOST vs SNAP
-53.8%
+157.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +9.4% | -7.1% | +16.6% | +10.9% |
| 30D | +13.5% | -14.6% | +28.1% | +17.1% |
| 3M | -0.1% | -5.0% | +4.8% | +0.2% |
| 6M | +22.5% | -18.8% | +41.3% | +25.9% |
| YTD | -2.4% | -38.5% | +36.2% | +5.4% |
| 1Y | -4.7% | -38.1% | +33.4% | +2.7% |
| 3Y | +103.2% | -53.8% | +157.0% | +76.6% |
| All | +103.2% | -53.8% | +157.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling