-92.8%
SNAP vs TSN
-22.4%
-70.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -4.0% |
| 7D | +0.7% | -6.3% | +7.1% | +1.3% |
| 30D | +2.6% | -10.8% | +13.4% | +3.7% |
| 3M | -9.9% | -8.8% | -1.1% | -9.1% |
| 6M | +1.9% | -16.8% | +18.7% | +3.4% |
| YTD | -32.2% | -10.0% | -22.2% | -31.9% |
| 1Y | -22.8% | -5.3% | -17.6% | -23.0% |
| 3Y | -47.6% | +8.5% | -56.1% | -50.6% |
| All | -92.8% | -22.4% | -70.5% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling