-72.0%
TTD vs SNAP
-22.3%
-49.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +0.8% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | +10.4% | +5.5% | +4.9% | +8.1% |
| 3M | -31.6% | +2.2% | -33.8% | -32.7% |
| 6M | -45.1% | -4.1% | -41.1% | -45.8% |
| YTD | -65.1% | -26.6% | -38.5% | -63.5% |
| 1Y | -72.0% | -20.7% | -51.2% | -70.8% |
| All | -72.0% | -22.3% | -49.7% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling