-61.0%
SNAP vs TENB
+23.5%
-84.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -0.5% |
| 7D | +2.6% | -7.0% | +9.6% | +5.5% |
| 30D | -19.6% | -0.6% | -19.0% | -19.7% |
| 3M | +0.4% | +10.9% | -10.6% | -6.2% |
| 6M | -5.9% | +95.4% | -101.3% | -32.5% |
| YTD | -35.3% | +74.5% | -109.8% | -52.1% |
| 1Y | -42.6% | +49.2% | -91.8% | -54.5% |
| 3Y | -53.9% | +9.7% | -63.6% | -59.6% |
| 5Y | -90.3% | -24.6% | -65.7% | -90.6% |
| All | -61.0% | +23.5% | -84.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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