+685.7%
TT vs SNAP
-79.2%
+764.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +0.8% | -10.6% | +11.4% | +1.6% |
| 30D | -11.8% | -19.7% | +8.0% | -10.3% |
| 3M | -11.6% | -6.5% | -5.0% | -11.4% |
| 6M | -9.3% | -17.8% | +8.5% | -8.5% |
| YTD | +8.9% | -38.0% | +46.9% | +11.6% |
| 1Y | -2.2% | -42.5% | +40.2% | +0.8% |
| 3Y | +91.9% | -55.8% | +147.7% | +95.4% |
| 5Y | +136.0% | -90.5% | +226.5% | +154.0% |
| All | +685.7% | -79.2% | +764.9% | +606.3% |
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