-20.7%
SNAP vs TNA
+37.5%
-58.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.5% | +4.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +5.5% | -0.9% | +6.4% | +5.7% |
| 3M | +2.2% | -19.2% | +21.5% | +10.8% |
| 6M | -4.1% | -0.8% | -3.2% | -4.6% |
| YTD | -26.6% | +33.2% | -59.8% | -33.9% |
| 1Y | -20.7% | +38.5% | -59.3% | -28.8% |
| All | -20.7% | +37.5% | -58.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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