-18.8%
SNAP vs TSN
-11.7%
-7.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.4% |
| 7D | -7.1% | +4.6% | -11.7% | -8.0% |
| 30D | -14.6% | +15.4% | -30.1% | -17.1% |
| 3M | -5.0% | +2.9% | -7.9% | -5.8% |
| 6M | -18.8% | -10.8% | -8.0% | -16.2% |
| All | -18.8% | -11.7% | -7.1% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling