+572.1%
SNPS vs TD
+303.5%
+268.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -4.6% | -2.6% | -2.0% | -3.3% |
| 30D | -3.3% | -1.0% | -2.3% | -2.7% |
| 3M | -13.8% | +5.6% | -19.4% | -16.2% |
| 6M | -8.2% | +27.1% | -35.3% | -19.0% |
| YTD | -15.4% | +29.4% | -44.8% | -26.3% |
| 1Y | +2.4% | +60.7% | -58.3% | -20.1% |
| 3Y | -13.5% | +127.6% | -141.1% | -44.2% |
| 5Y | +19.5% | +125.4% | -105.9% | -23.1% |
| All | +572.1% | +303.5% | +268.6% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling