+1,972.8%
SNPS vs TD
+7,879.0%
-5,906.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.8% |
| 7D | -11.0% | +0.3% | -11.3% | -11.1% |
| 30D | -1.7% | +0.4% | -2.1% | -1.8% |
| 3M | -20.4% | +7.6% | -28.0% | -22.8% |
| 6M | -8.6% | +25.0% | -33.6% | -16.8% |
| YTD | -16.2% | +31.0% | -47.2% | -25.3% |
| 1Y | -34.6% | +65.2% | -99.8% | -47.1% |
| 3Y | -14.5% | +122.5% | -137.0% | -39.2% |
| 5Y | +17.0% | +124.8% | -107.8% | -17.6% |
| 10Y | +560.0% | +298.2% | +261.8% | +260.9% |
| All | +1,972.8% | +7,879.0% | -5,906.2% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling