+230.3%
TTD vs SNAP
-77.4%
+307.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | +1.6% | +1.9% | -0.3% | +0.5% |
| 3M | -27.8% | -3.9% | -23.9% | -27.8% |
| 6M | -52.1% | +5.2% | -57.4% | -54.3% |
| YTD | -63.1% | -32.7% | -30.4% | -58.4% |
| 1Y | -73.1% | -24.8% | -48.3% | -71.3% |
| 3Y | -83.3% | -42.2% | -41.1% | -82.8% |
| 5Y | -80.6% | -92.7% | +12.1% | -63.3% |
| All | +230.3% | -77.4% | +307.7% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling