+650.1%
TT vs SNAP
-79.3%
+729.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +2.6% |
| 7D | -2.0% | -7.1% | +5.1% | -1.5% |
| 30D | -14.0% | -14.6% | +0.6% | -13.0% |
| 3M | -15.9% | -5.0% | -10.9% | -15.8% |
| 6M | -17.3% | -18.8% | +1.5% | -16.5% |
| YTD | +4.0% | -38.5% | +42.5% | +6.7% |
| 1Y | -7.1% | -38.1% | +31.0% | -4.8% |
| 3Y | +90.2% | -53.8% | +144.0% | +93.0% |
| 5Y | +131.1% | -90.7% | +221.8% | +148.9% |
| All | +650.1% | -79.3% | +729.5% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling