-47.5%
SNAP vs TLN
+583.6%
-631.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.8% | -7.8% | -4.8% |
| 7D | +0.7% | +7.1% | -6.3% | -0.7% |
| 30D | +2.6% | -3.9% | +6.5% | +3.2% |
| 3M | -9.9% | -16.2% | +6.3% | -7.5% |
| 6M | +1.9% | -5.8% | +7.7% | +0.9% |
| YTD | -32.2% | -15.4% | -16.8% | -31.7% |
| 1Y | -22.8% | -16.7% | -6.2% | -22.4% |
| 3Y | -47.6% | +473.8% | -521.4% | -62.1% |
| All | -47.5% | +583.6% | -631.0% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling