-55.1%
SNAP vs TENB
+16.0%
-71.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.8% | +0.7% |
| 7D | -7.3% | -8.0% | +0.6% | -4.7% |
| 30D | -18.9% | +5.0% | -23.9% | -20.4% |
| 3M | -5.3% | +20.0% | -25.3% | -11.9% |
| 6M | -16.9% | +100.0% | -117.0% | -38.7% |
| YTD | -37.4% | +85.6% | -123.0% | -52.8% |
| 1Y | -38.5% | +57.8% | -96.3% | -49.8% |
| 3Y | -55.1% | +17.6% | -72.7% | -60.8% |
| All | -55.1% | +16.0% | -71.1% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling