-92.7%
SNAP vs TNA
-21.0%
-71.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +1.5% | +4.1% | -2.6% | -0.5% |
| 30D | +1.9% | -7.6% | +9.5% | +5.8% |
| 3M | -3.9% | +8.1% | -12.0% | -8.1% |
| 6M | +5.2% | +49.0% | -43.8% | -16.0% |
| YTD | -32.7% | +51.7% | -84.4% | -47.3% |
| 1Y | -24.8% | +59.6% | -84.4% | -43.9% |
| 3Y | -42.2% | +118.9% | -161.1% | -69.5% |
| 5Y | -92.7% | -19.2% | -73.5% | -94.1% |
| All | -92.7% | -21.0% | -71.7% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling