+11.2%
SNPS vs TEM
-11.1%
+22.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | -5.2% | -9.5% | +4.3% | -4.4% |
| 3M | +14.6% | +60.7% | -46.1% | +2.8% |
| 6M | -6.9% | +35.5% | -42.4% | -13.4% |
| YTD | -1.4% | +28.0% | -29.5% | -9.1% |
| 1Y | +11.2% | -10.5% | +21.7% | +11.4% |
| All | +11.2% | -11.1% | +22.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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