+676.1%
TTMI vs SNAP
-77.9%
+754.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.7% |
| 7D | +7.5% | -5.0% | +12.5% | +8.1% |
| 30D | -4.5% | -0.7% | -3.7% | -4.7% |
| 3M | -28.5% | -5.0% | -23.5% | -28.6% |
| 6M | +28.4% | +3.5% | +24.8% | +26.2% |
| YTD | +80.1% | -34.2% | +114.3% | +86.7% |
| 1Y | +161.0% | -27.1% | +188.1% | +167.2% |
| 3Y | +862.4% | -43.5% | +905.9% | +883.0% |
| 5Y | +812.9% | -92.9% | +905.8% | +954.6% |
| All | +676.1% | -77.9% | +754.0% | +554.0% |
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