+129.6%
TT vs SNAP
-46.7%
+176.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -7.2% | +2.6% | -9.8% | -7.5% |
| 3M | -3.0% | -9.9% | +6.9% | -2.5% |
| 6M | +1.4% | +1.9% | -0.5% | +0.2% |
| YTD | +15.9% | -32.2% | +48.1% | +18.0% |
| 1Y | +9.4% | -22.8% | +32.3% | +9.7% |
| All | +129.6% | -46.7% | +176.4% | +113.7% |
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