+75.4%
TSM vs SNAP
-25.0%
+100.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +3.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +3.6% | +2.6% | +1.0% | +2.7% |
| 3M | -3.4% | -9.9% | +6.5% | -1.5% |
| 6M | +20.6% | +1.9% | +18.8% | +17.6% |
| YTD | +41.9% | -32.2% | +74.1% | +50.8% |
| All | +75.4% | -25.0% | +100.4% | +91.0% |
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