+685.2%
TT vs SNAP
-79.0%
+764.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.5% |
| 7D | +1.7% | -7.3% | +9.1% | +2.3% |
| 30D | -11.8% | -18.9% | +7.1% | -10.5% |
| 3M | -12.6% | -5.3% | -7.3% | -12.5% |
| 6M | -9.4% | -16.9% | +7.6% | -8.6% |
| YTD | +8.8% | -37.4% | +46.2% | +11.5% |
| 1Y | -2.5% | -38.5% | +36.0% | -0.1% |
| 3Y | +95.7% | -55.1% | +150.7% | +98.9% |
| 5Y | +135.7% | -90.8% | +226.5% | +154.1% |
| All | +685.2% | -79.0% | +764.2% | +605.3% |
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