+397.0%
TSM vs SNAP
-42.1%
+439.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.3% |
| 6M | +20.6% | +1.9% | +18.8% | +18.2% |
| YTD | +41.9% | -32.2% | +74.1% | +49.4% |
| 1Y | +84.4% | -22.8% | +107.2% | +88.8% |
| All | +397.0% | -42.1% | +439.1% | +370.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling