+17.9%
SNPS vs TEL
+50.8%
-32.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.5% | +1.2% | -6.7% | -6.3% |
| 30D | -4.5% | -4.1% | -0.4% | -2.3% |
| 3M | -15.5% | -2.6% | -12.9% | -15.1% |
| 6M | -10.1% | 0.0% | -10.1% | -13.3% |
| YTD | -16.3% | -9.1% | -7.2% | -14.5% |
| 1Y | -34.9% | -0.8% | -34.1% | -38.3% |
| 3Y | -14.4% | +67.4% | -81.7% | -48.0% |
| 5Y | +17.9% | +51.8% | -33.9% | -21.2% |
| All | +17.9% | +50.8% | -32.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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