+11.2%
SNPS vs TDG
-5.9%
+17.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.9% | +7.1% | -11.0% | -5.6% |
| 30D | -5.2% | +11.4% | -16.6% | -8.0% |
| 3M | +14.6% | -4.6% | +19.2% | +15.3% |
| 6M | -6.9% | +5.8% | -12.8% | -10.2% |
| YTD | -1.4% | -8.5% | +7.1% | +5.3% |
| 1Y | +11.2% | -5.8% | +17.0% | +20.4% |
| All | +11.2% | -5.9% | +17.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling