-14.6%
SNPS vs TD
+128.4%
-143.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | 0.0% |
| 7D | -5.5% | +0.9% | -6.3% | -5.9% |
| 30D | -5.8% | -0.7% | -5.1% | -5.3% |
| 3M | -17.2% | +6.3% | -23.5% | -19.7% |
| 6M | -10.4% | +27.9% | -38.3% | -21.4% |
| YTD | -16.5% | +29.8% | -46.4% | -27.5% |
| 1Y | -35.6% | +63.7% | -99.3% | -50.6% |
| 3Y | -14.6% | +128.3% | -142.9% | -44.8% |
| All | -14.6% | +128.4% | -143.0% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling