+133.5%
TT vs SNAP
-90.3%
+223.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | 0.0% |
| 7D | +8.1% | +2.6% | +5.5% | +7.8% |
| 30D | -11.3% | -19.6% | +8.3% | -9.8% |
| 3M | -11.2% | +0.4% | -11.6% | -11.5% |
| 6M | -8.9% | -5.9% | -3.0% | -9.1% |
| YTD | +9.7% | -35.3% | +45.0% | +12.2% |
| 1Y | +1.3% | -42.6% | +43.8% | +4.6% |
| 3Y | +93.4% | -53.9% | +147.2% | +95.8% |
| 5Y | +133.5% | -90.3% | +223.8% | +164.0% |
| All | +133.5% | -90.3% | +223.8% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling