+691.2%
SNPS vs TFC
+90.1%
+601.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.7% | +3.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -8.4% | +9.2% | -17.6% | -10.8% |
| 3M | +12.3% | -2.9% | +15.2% | +13.0% |
| 6M | -9.6% | +3.5% | -13.1% | -10.9% |
| YTD | -0.6% | +5.4% | -6.0% | -2.9% |
| 1Y | +18.7% | +17.3% | +1.4% | +12.2% |
| 3Y | -7.6% | +96.7% | -104.2% | -25.1% |
| 5Y | +34.1% | -1.1% | +35.2% | +28.7% |
| 10Y | +691.2% | +84.7% | +606.5% | +538.9% |
| All | +691.2% | +90.1% | +601.1% | +538.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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