-53.8%
SNAP vs TSN
+42.3%
-96.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.6% |
| 7D | -7.1% | +4.6% | -11.7% | -7.1% |
| 30D | -14.6% | +15.4% | -30.1% | -14.5% |
| 3M | -5.0% | +2.9% | -7.9% | -5.1% |
| 6M | -18.8% | -10.8% | -8.0% | -19.5% |
| YTD | -38.5% | +4.5% | -43.0% | -38.6% |
| 1Y | -38.1% | +19.5% | -57.6% | -38.1% |
| 3Y | -53.8% | +42.2% | -96.0% | -59.9% |
| All | -53.8% | +42.3% | -96.1% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling