+17.9%
SNPS vs TD
+123.1%
-105.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | -5.5% | -1.9% | -3.6% | -4.5% |
| 30D | -4.5% | -1.6% | -2.9% | -3.5% |
| 3M | -15.5% | +4.6% | -20.1% | -17.5% |
| 6M | -10.1% | +26.8% | -36.9% | -21.0% |
| YTD | -16.3% | +28.3% | -44.6% | -27.1% |
| 1Y | -34.9% | +60.4% | -95.4% | -49.8% |
| 3Y | -14.4% | +125.7% | -140.1% | -45.5% |
| 5Y | +17.9% | +122.4% | -104.5% | -24.4% |
| All | +17.9% | +123.1% | -105.2% | -24.4% |
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