+680.4%
TT vs SNAP
-78.1%
+758.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +4.0% | +6.0% | -2.0% | +3.5% |
| 30D | -11.3% | -13.8% | +2.5% | -10.4% |
| 3M | -12.3% | -0.8% | -11.5% | -12.5% |
| 6M | -10.8% | -6.2% | -4.6% | -11.0% |
| YTD | +8.2% | -34.8% | +43.0% | +10.4% |
| 1Y | +1.5% | -38.7% | +40.2% | +4.1% |
| 3Y | +91.5% | -53.5% | +144.9% | +94.1% |
| 5Y | +130.2% | -90.2% | +220.4% | +147.0% |
| All | +680.4% | -78.1% | +758.5% | +598.6% |
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