-42.7%
TTD vs SNAP
+3.2%
-45.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -3.0% |
| 7D | +6.3% | +0.7% | +5.6% | +6.1% |
| 30D | -23.9% | +2.6% | -26.5% | -25.0% |
| 3M | -31.4% | -9.9% | -21.5% | -30.5% |
| 6M | -42.7% | +1.9% | -44.5% | -44.1% |
| All | -42.7% | +3.2% | -45.9% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling