+693.2%
TT vs SNAP
-77.7%
+771.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.4% |
| 7D | +3.5% | -9.8% | +13.3% | +4.3% |
| 30D | -11.0% | -18.2% | +7.2% | -9.7% |
| 3M | -12.0% | -3.1% | -8.9% | -12.1% |
| 6M | -10.4% | -7.1% | -3.3% | -10.5% |
| YTD | +9.9% | -33.8% | +43.8% | +12.1% |
| 1Y | +1.5% | -39.0% | +40.5% | +4.1% |
| 3Y | +93.7% | -52.8% | +146.5% | +96.2% |
| 5Y | +139.2% | -90.0% | +229.2% | +156.2% |
| All | +693.2% | -77.7% | +771.0% | +609.2% |
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 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