-59.1%
SNAP vs TENB
+3.0%
-62.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +0.7% | -9.1% | +9.8% | +4.5% |
| 30D | +2.6% | -4.9% | +7.5% | +3.5% |
| 3M | -9.9% | +16.9% | -26.8% | -17.9% |
| 6M | +1.9% | +68.0% | -66.1% | -22.0% |
| YTD | -32.2% | +45.6% | -77.8% | -45.2% |
| 1Y | -22.8% | +12.7% | -35.6% | -30.4% |
| 3Y | -47.6% | -24.4% | -23.2% | -46.5% |
| 5Y | -92.7% | -26.7% | -66.0% | -92.7% |
| All | -59.1% | +3.0% | -62.1% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling