-79.4%
SNAP vs TSN
+19.9%
-99.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -7.3% | +4.9% | -12.2% | -8.4% |
| 30D | -18.9% | +12.1% | -31.0% | -21.1% |
| 3M | -5.3% | +4.1% | -9.4% | -6.3% |
| 6M | -16.9% | -10.9% | -6.1% | -14.9% |
| YTD | -37.4% | +4.8% | -42.2% | -38.7% |
| 1Y | -38.5% | +17.6% | -56.1% | -41.7% |
| 3Y | -55.1% | +43.2% | -98.3% | -60.9% |
| 5Y | -90.8% | -13.9% | -76.9% | -90.8% |
| All | -79.4% | +19.9% | -99.3% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling