+56.7%
TOST vs SNAP
-46.7%
+103.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | -3.4% | +0.7% | -4.2% | -3.6% |
| 30D | -2.4% | +2.6% | -5.1% | -3.4% |
| 3M | +34.6% | -9.9% | +44.5% | +36.2% |
| 6M | +15.2% | +1.9% | +13.3% | +12.3% |
| YTD | -4.4% | -32.2% | +27.8% | +1.9% |
| 1Y | -17.4% | -22.8% | +5.4% | -14.9% |
| All | +56.7% | -46.7% | +103.4% | +33.1% |
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 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