-77.7%
SNAP vs TSN
+3.0%
-80.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | +0.7% | -6.3% | +7.1% | +2.2% |
| 30D | +2.6% | -10.8% | +13.4% | +5.3% |
| 3M | -9.9% | -8.8% | -1.1% | -8.1% |
| 6M | +1.9% | -16.8% | +18.7% | +5.7% |
| YTD | -32.2% | -10.0% | -22.2% | -31.2% |
| 1Y | -22.8% | -5.3% | -17.6% | -23.0% |
| 3Y | -47.6% | +8.5% | -56.1% | -50.8% |
| 5Y | -92.7% | -22.9% | -69.8% | -92.6% |
| All | -77.7% | +3.0% | -80.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling