-55.8%
SNAP vs TLN
+567.0%
-622.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -10.6% | +1.1% | -11.6% | -11.0% |
| 30D | -19.7% | -4.6% | -15.1% | -19.3% |
| 3M | -6.5% | +5.2% | -11.8% | -8.3% |
| 6M | -17.8% | -6.5% | -11.2% | -18.2% |
| YTD | -38.0% | -3.6% | -34.4% | -39.6% |
| 1Y | -42.5% | -8.2% | -34.2% | -43.5% |
| 3Y | -55.8% | +559.7% | -615.5% | -68.4% |
| All | -55.8% | +567.0% | -622.8% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling