+240.0%
TTD vs SNAP
-77.2%
+317.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -2.8% |
| 7D | +6.3% | +0.7% | +5.6% | +6.1% |
| 30D | -23.9% | +2.6% | -26.5% | -25.1% |
| 3M | -31.4% | -9.9% | -21.5% | -29.6% |
| 6M | -42.7% | +1.9% | -44.5% | -44.6% |
| YTD | -62.0% | -32.2% | -29.8% | -57.3% |
| 1Y | -72.2% | -22.8% | -49.4% | -70.7% |
| 3Y | -81.9% | -47.6% | -34.3% | -80.8% |
| 5Y | -81.5% | -92.7% | +11.2% | -65.0% |
| All | +240.0% | -77.2% | +317.2% | +269.1% |
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 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