+1,624.0%
SNPS vs TDG
+13,063.4%
-11,439.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -5.8% | -6.5% | +0.8% | -3.6% |
| 3M | -17.2% | -5.1% | -12.1% | -16.0% |
| 6M | -10.4% | -11.5% | +1.2% | -7.3% |
| YTD | -16.5% | -13.9% | -2.7% | -12.8% |
| 1Y | -35.6% | -11.5% | -24.2% | -33.3% |
| 3Y | -14.6% | +53.7% | -68.3% | -27.0% |
| 5Y | +16.5% | +135.5% | -119.0% | -13.6% |
| 10Y | +556.6% | +535.2% | +21.4% | +231.9% |
| All | +1,624.0% | +13,063.4% | -11,439.4% | +248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling