+36.0%
TSM vs SNAP
-22.3%
+58.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -3.1% |
| 7D | -10.0% | -0.7% | -9.3% | -9.9% |
| 30D | -18.5% | +5.5% | -24.1% | -19.3% |
| 3M | -4.9% | +2.2% | -7.1% | -5.7% |
| 6M | -1.0% | -4.1% | +3.1% | -0.2% |
| YTD | +31.3% | -26.6% | +57.9% | +33.6% |
| 1Y | +36.0% | -20.7% | +56.8% | +36.8% |
| All | +36.0% | -22.3% | +58.3% | +36.8% |
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 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