-39.0%
SNAP vs TSN
+14.3%
-53.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +6.8% |
| 7D | -9.8% | -0.3% | -9.5% | -9.8% |
| 30D | -18.2% | +11.8% | -30.0% | -17.9% |
| 3M | -3.1% | +7.1% | -10.2% | -3.1% |
| 6M | -7.1% | -9.2% | +2.0% | -9.7% |
| YTD | -33.8% | +4.8% | -38.6% | -32.8% |
| 1Y | -39.0% | +11.6% | -50.7% | -38.0% |
| All | -39.0% | +14.3% | -53.3% | -38.0% |
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