-53.5%
SNAP vs TSN
+41.9%
-95.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +6.0% | -1.4% | +7.5% | +6.0% |
| 30D | -13.8% | +8.5% | -22.3% | -13.7% |
| 3M | -0.8% | +5.3% | -6.0% | -0.8% |
| 6M | -6.2% | -10.5% | +4.3% | -7.0% |
| YTD | -34.8% | +3.0% | -37.8% | -34.8% |
| 1Y | -38.7% | +12.1% | -50.8% | -38.7% |
| 3Y | -53.5% | +43.1% | -96.6% | -59.6% |
| All | -53.5% | +41.9% | -95.4% | -59.6% |
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