+2,295.8%
SNPS vs TD
+8,075.2%
-5,779.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +1.1% | -0.1% | +0.6% |
| 30D | -5.2% | +5.2% | -10.4% | -7.1% |
| 3M | +10.6% | +1.2% | +9.3% | +10.0% |
| 6M | -10.6% | +17.7% | -28.4% | -16.7% |
| YTD | -3.1% | +34.2% | -37.3% | -14.6% |
| 1Y | +15.6% | +55.4% | -39.9% | -4.2% |
| 3Y | -12.9% | +130.4% | -143.3% | -39.0% |
| 5Y | +31.2% | +101.8% | -70.6% | -3.6% |
| 10Y | +663.4% | +301.9% | +361.5% | +315.2% |
| All | +2,295.8% | +8,075.2% | -5,779.4% | +283.4% |
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 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