-51.5%
SNAP vs TLN
+683.0%
-734.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.2% | -5.4% | +0.4% |
| 7D | -7.3% | +9.1% | -16.4% | -9.2% |
| 30D | -18.9% | -4.1% | -14.9% | -18.5% |
| 3M | -5.3% | +4.4% | -9.7% | -6.9% |
| 6M | -16.9% | -6.0% | -10.9% | -17.5% |
| YTD | -37.4% | -3.1% | -34.3% | -39.1% |
| 1Y | -38.5% | -6.1% | -32.4% | -39.9% |
| 3Y | -55.1% | +575.3% | -630.4% | -68.8% |
| All | -51.5% | +683.0% | -734.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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