-77.7%
SNAP vs TNA
+30.9%
-108.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +2.6% | -4.9% | +7.5% | +4.5% |
| 3M | -9.9% | +0.4% | -10.3% | -10.4% |
| 6M | +1.9% | +32.5% | -30.7% | -10.2% |
| YTD | -32.2% | +53.7% | -85.9% | -43.9% |
| 1Y | -22.8% | +65.1% | -88.0% | -38.8% |
| 3Y | -47.6% | +98.4% | -146.1% | -64.9% |
| 5Y | -92.7% | -22.5% | -70.2% | -93.6% |
| All | -77.7% | +30.9% | -108.6% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling