+43.5%
TSM vs SNAP
-38.5%
+81.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +3.0% |
| 7D | +4.4% | -9.8% | +14.2% | +6.4% |
| 30D | -7.0% | -18.2% | +11.2% | -4.0% |
| 3M | -1.8% | -3.1% | +1.3% | -1.7% |
| 6M | +2.7% | -7.1% | +9.8% | +4.0% |
| YTD | +37.1% | -33.8% | +70.9% | +46.6% |
| 1Y | +43.5% | -39.0% | +82.5% | +57.4% |
| All | +43.5% | -38.5% | +81.9% | +57.4% |
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