-17.4%
TT vs SNAP
-19.6%
+2.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.0% | +9.6% | -3.5% |
| 7D | -9.0% | -10.4% | +1.4% | -8.2% |
| 30D | -17.6% | -11.9% | -5.7% | -16.9% |
| 3M | -18.7% | -4.5% | -14.2% | -18.2% |
| 6M | -17.4% | -16.7% | -0.7% | -17.8% |
| All | -17.4% | -19.6% | +2.2% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling