+33.2%
SNPS vs TD
+104.4%
-71.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +1.6% |
| 30D | -8.0% | +6.7% | -14.7% | -11.1% |
| 3M | +12.5% | +3.1% | +9.4% | +10.7% |
| 6M | -10.5% | +17.6% | -28.1% | -18.1% |
| YTD | -1.6% | +34.8% | -36.4% | -16.7% |
| 1Y | +16.8% | +55.6% | -38.8% | -8.6% |
| 3Y | -10.9% | +133.1% | -144.0% | -44.6% |
| All | +33.2% | +104.4% | -71.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling