+35.7%
TSM vs SNAP
-39.9%
+75.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -2.1% | -10.6% | +8.5% | +0.1% |
| 30D | -12.5% | -19.7% | +7.2% | -9.2% |
| 3M | -5.0% | -6.5% | +1.5% | -4.3% |
| 6M | -3.2% | -17.8% | +14.6% | +0.4% |
| YTD | +31.5% | -38.0% | +69.5% | +41.9% |
| 1Y | +35.7% | -42.5% | +78.2% | +49.2% |
| All | +35.7% | -39.9% | +75.6% | +49.2% |
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