-20.7%
SNAP vs TSN
+19.9%
-40.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.4% | +0.5% | +5.9% |
| 7D | -0.7% | +8.4% | -9.1% | -0.5% |
| 30D | +5.5% | +16.1% | -10.6% | +5.9% |
| 3M | +2.2% | +3.2% | -0.9% | +1.9% |
| 6M | -4.1% | -11.1% | +7.1% | -7.0% |
| YTD | -26.6% | +5.1% | -31.7% | -25.6% |
| 1Y | -20.7% | +19.4% | -40.2% | -19.5% |
| All | -20.7% | +19.9% | -40.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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