+19.5%
SNPS vs TDG
+125.9%
-106.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -4.6% | -2.7% | -1.9% | -3.2% |
| 30D | -3.3% | -9.3% | +5.9% | +1.9% |
| 3M | -13.8% | -7.1% | -6.7% | -10.8% |
| 6M | -8.2% | -11.2% | +3.0% | -3.7% |
| YTD | -15.4% | -15.3% | -0.2% | -8.7% |
| 1Y | +2.4% | -12.5% | +14.9% | +8.1% |
| 3Y | -13.5% | +51.2% | -64.7% | -36.4% |
| 5Y | +19.5% | +126.1% | -106.7% | -35.2% |
| All | +19.5% | +125.9% | -106.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling