-38.7%
SNAP vs TLN
+1.6%
-40.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.1% |
| 7D | +6.0% | +11.0% | -5.0% | +4.7% |
| 30D | -13.8% | +4.9% | -18.7% | -14.5% |
| 3M | -0.8% | +4.9% | -5.7% | -1.6% |
| 6M | -6.2% | +7.1% | -13.4% | -8.7% |
| YTD | -34.8% | +0.3% | -35.1% | -36.3% |
| 1Y | -38.7% | +5.9% | -44.6% | -40.5% |
| All | -38.7% | +1.6% | -40.3% | -40.5% |
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