-39.0%
SNAP vs TLN
-1.4%
-37.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +6.2% |
| 7D | -9.8% | +15.9% | -25.7% | -11.3% |
| 30D | -18.2% | -0.3% | -17.9% | -18.3% |
| 3M | -3.1% | +5.8% | -8.9% | -4.1% |
| 6M | -7.1% | -1.2% | -5.9% | -8.0% |
| YTD | -33.8% | +1.0% | -34.9% | -35.5% |
| 1Y | -39.0% | +1.1% | -40.2% | -40.8% |
| All | -39.0% | -1.4% | -37.6% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling