-27.1%
SNAP vs TENB
+8.0%
-35.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.0% | -1.7% | -3.3% | -4.6% |
| 30D | -0.7% | -8.3% | +7.5% | +1.1% |
| 3M | -5.0% | +26.2% | -31.2% | -13.8% |
| 6M | +3.5% | +60.2% | -56.7% | -15.4% |
| YTD | -34.2% | +43.1% | -77.3% | -41.9% |
| 1Y | -27.1% | +9.4% | -36.4% | -13.1% |
| All | -27.1% | +8.0% | -35.0% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling