-35.1%
SNPS vs TEM
-20.2%
-14.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -5.5% | +3.2% | -8.7% | -6.3% |
| 30D | -5.8% | +23.5% | -29.3% | -11.5% |
| 3M | -17.2% | +32.3% | -49.5% | -25.0% |
| 6M | -10.4% | +23.0% | -33.4% | -18.5% |
| YTD | -16.5% | +8.9% | -25.4% | -21.3% |
| All | -35.1% | -20.2% | -14.9% | -33.0% |
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