-22.9%
SNPS vs TEM
+79.0%
-101.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.0% | -0.8% |
| 7D | +1.1% | -5.9% | +6.9% | +1.9% |
| 30D | -5.2% | +4.8% | -10.0% | -6.0% |
| 3M | +10.6% | +31.9% | -21.3% | +4.0% |
| 6M | -10.6% | +56.0% | -66.6% | -19.1% |
| YTD | -3.1% | +21.3% | -24.3% | -9.2% |
| 1Y | +15.6% | +5.4% | +10.2% | +10.3% |
| All | -22.9% | +79.0% | -101.9% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling