+1,088.0%
SNPS vs TDY
+7,071.3%
-5,983.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -5.8% | -12.5% | +6.7% | -2.2% |
| 3M | -17.2% | -1.2% | -16.0% | -17.1% |
| 6M | -10.4% | -6.6% | -3.8% | -8.9% |
| YTD | -16.5% | +18.5% | -35.0% | -20.9% |
| 1Y | -35.6% | +10.8% | -46.4% | -37.7% |
| 3Y | -14.6% | +47.5% | -62.1% | -23.8% |
| 5Y | +16.5% | +35.8% | -19.3% | +6.6% |
| 10Y | +556.6% | +459.0% | +97.6% | +319.2% |
| All | +1,088.0% | +7,071.3% | -5,983.3% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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