+2,332.2%
SNPS vs TD
+8,109.5%
-5,777.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +1.2% |
| 30D | -8.0% | +6.7% | -14.7% | -10.5% |
| 3M | +12.5% | +3.1% | +9.4% | +11.0% |
| 6M | -10.5% | +17.6% | -28.1% | -16.5% |
| YTD | -1.6% | +34.8% | -36.4% | -13.4% |
| 1Y | +16.8% | +55.6% | -38.8% | -3.2% |
| 3Y | -10.9% | +133.1% | -144.0% | -37.9% |
| 5Y | +35.8% | +104.7% | -68.9% | -0.8% |
| 10Y | +675.0% | +303.6% | +371.4% | +320.8% |
| All | +2,332.2% | +8,109.5% | -5,777.3% | +288.6% |
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