+632.7%
TT vs SNAP
-78.8%
+711.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.0% | +9.6% | -3.3% |
| 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% | -18.6% |
| 6M | -17.4% | -16.7% | -0.7% | -16.8% |
| YTD | +1.5% | -36.9% | +38.5% | +4.0% |
| 1Y | -9.4% | -30.3% | +20.9% | -8.1% |
| 3Y | +85.1% | -52.5% | +137.6% | +87.3% |
| 5Y | +125.7% | -90.4% | +216.2% | +142.7% |
| All | +632.7% | -78.8% | +711.5% | +557.7% |
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