+684.5%
TTMI vs SNAP
-77.2%
+761.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.0% | +12.9% | +9.4% |
| 7D | +5.9% | +0.7% | +5.1% | +5.7% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | -32.0% | -9.9% | -22.2% | -31.6% |
| 6M | +19.5% | +1.9% | +17.6% | +17.7% |
| YTD | +82.0% | -32.2% | +114.2% | +88.0% |
| 1Y | +172.6% | -22.8% | +195.5% | +177.2% |
| 3Y | +744.7% | -47.6% | +792.3% | +768.2% |
| 5Y | +805.6% | -92.7% | +898.3% | +942.8% |
| All | +684.5% | -77.2% | +761.7% | +558.7% |
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