+1,487.7%
TSM vs SNAP
-79.0%
+1,566.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.3% |
| 7D | -2.5% | -7.3% | +4.8% | -1.5% |
| 30D | -14.3% | -18.9% | +4.7% | -11.8% |
| 3M | -7.2% | -5.3% | -2.0% | -7.0% |
| 6M | -5.1% | -16.9% | +11.8% | -3.7% |
| YTD | +28.9% | -37.4% | +66.3% | +35.0% |
| 1Y | +37.1% | -38.5% | +75.6% | +43.8% |
| 3Y | +341.5% | -55.1% | +396.5% | +361.2% |
| 5Y | +245.7% | -90.8% | +336.5% | +299.3% |
| All | +1,487.7% | -79.0% | +1,566.7% | +1,361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling