-23.7%
SNPS vs TEM
+90.1%
-113.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.7% | +1.1% |
| 7D | -3.7% | +5.3% | -9.0% | -4.5% |
| 30D | -10.4% | +8.1% | -18.5% | -11.6% |
| 3M | +11.0% | +64.9% | -53.9% | +0.7% |
| 6M | -10.7% | +42.1% | -52.8% | -17.8% |
| YTD | -4.1% | +28.8% | -32.9% | -10.9% |
| 1Y | +13.7% | +5.5% | +8.2% | +8.6% |
| All | -23.7% | +90.1% | -113.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling