-77.5%
SNAP vs TNA
+20.1%
-97.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +5.2% |
| 7D | -3.2% | -7.6% | +4.4% | -0.2% |
| 30D | +0.2% | -13.6% | +13.8% | +5.9% |
| 3M | +2.6% | +2.8% | -0.2% | +1.1% |
| 6M | +12.4% | +34.5% | -22.1% | -1.4% |
| YTD | -31.6% | +41.0% | -72.6% | -41.5% |
| 1Y | -21.7% | +52.0% | -73.7% | -35.9% |
| 3Y | -41.2% | +103.5% | -144.7% | -61.0% |
| 5Y | -92.6% | -22.5% | -70.1% | -93.4% |
| All | -77.5% | +20.1% | -97.6% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling