-33.6%
SNPS vs TEM
+60.7%
-94.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -5.5% | +3.2% | -8.7% | -6.0% |
| 30D | -5.8% | +23.5% | -29.3% | -9.4% |
| 3M | -17.2% | +32.3% | -49.5% | -21.8% |
| 6M | -10.4% | +23.0% | -33.4% | -15.0% |
| YTD | -16.5% | +8.9% | -25.4% | -19.5% |
| 1Y | -35.6% | -19.9% | -15.8% | -35.1% |
| All | -33.6% | +60.7% | -94.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling