-43.8%
TOST vs SNAP
-93.2%
+49.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.0% | +13.4% | +3.5% |
| 7D | +11.6% | -10.4% | +22.0% | +14.8% |
| 30D | +16.2% | -11.9% | +28.2% | +20.0% |
| 3M | +1.0% | -4.5% | +5.5% | +1.2% |
| 6M | +23.2% | -16.7% | +39.9% | +26.8% |
| YTD | -1.0% | -36.9% | +35.9% | +9.4% |
| 1Y | -9.9% | -30.3% | +20.4% | -3.8% |
| 3Y | +101.0% | -52.5% | +153.5% | +109.6% |
| 5Y | -40.4% | -90.4% | +50.0% | -3.5% |
| All | -43.8% | -93.2% | +49.4% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling