+276.5%
TTD vs SNAP
-77.7%
+354.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +1.0% |
| 7D | +20.8% | -9.8% | +30.6% | +25.1% |
| 30D | +33.8% | -18.2% | +52.1% | +43.8% |
| 3M | +17.8% | -3.1% | +20.9% | +17.9% |
| 6M | -25.7% | -7.1% | -18.6% | -25.3% |
| YTD | -57.9% | -33.8% | -24.1% | -52.7% |
| 1Y | -63.8% | -39.0% | -24.8% | -58.1% |
| 3Y | -75.0% | -52.8% | -22.2% | -72.3% |
| 5Y | -82.5% | -90.0% | +7.4% | -70.4% |
| All | +276.5% | -77.7% | +354.3% | +309.2% |
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