+673.5%
SNPS vs TFC
+77.1%
+596.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | -6.4% | +8.6% | -15.1% | -8.8% |
| 3M | +12.2% | -4.3% | +16.6% | +13.4% |
| 6M | -9.8% | +5.4% | -15.3% | -11.7% |
| YTD | -1.5% | +4.5% | -6.0% | -3.6% |
| 1Y | +16.0% | +14.0% | +2.0% | +10.6% |
| 3Y | -10.8% | +93.4% | -104.2% | -27.4% |
| 5Y | +33.3% | +0.5% | +32.9% | +27.5% |
| All | +673.5% | +77.1% | +596.4% | +529.6% |
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