+351.2%
TTMI vs SNAP
-79.2%
+430.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -11.5% | -10.6% | -1.0% | -10.2% |
| 30D | -40.3% | -19.7% | -20.6% | -38.6% |
| 3M | -44.5% | -6.5% | -37.9% | -44.2% |
| 6M | -54.1% | -17.8% | -36.3% | -53.3% |
| YTD | +4.7% | -38.0% | +42.7% | +9.3% |
| 1Y | +3.3% | -42.5% | +45.8% | +9.0% |
| 3Y | +407.2% | -55.8% | +463.1% | +432.0% |
| 5Y | +406.5% | -90.5% | +497.1% | +472.3% |
| All | +351.2% | -79.2% | +430.3% | +283.0% |
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