-49.9%
SNAP vs TLN
+733.8%
-783.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.7% |
| 7D | +2.6% | +22.3% | -19.7% | -1.6% |
| 30D | -19.6% | +1.2% | -20.8% | -20.0% |
| 3M | +0.4% | +5.9% | -5.5% | -1.5% |
| 6M | -5.9% | +3.2% | -9.2% | -8.4% |
| YTD | -35.3% | +3.2% | -38.5% | -37.8% |
| 1Y | -42.6% | +5.2% | -47.8% | -45.2% |
| 3Y | -53.9% | +606.3% | -660.2% | -68.3% |
| All | -49.9% | +733.8% | -783.7% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling