+556.6%
SNPS vs TFC
+100.2%
+456.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.2% |
| 7D | -5.5% | +2.2% | -7.7% | -6.1% |
| 30D | -5.8% | -2.5% | -3.3% | -5.1% |
| 3M | -17.2% | +4.5% | -21.8% | -18.5% |
| 6M | -10.4% | +11.0% | -21.3% | -13.5% |
| YTD | -16.5% | +5.9% | -22.4% | -18.5% |
| 1Y | -35.6% | +14.6% | -50.2% | -38.6% |
| 3Y | -14.6% | +96.7% | -111.3% | -31.0% |
| 5Y | +16.5% | +15.6% | +0.9% | +7.3% |
| 10Y | +556.6% | +98.6% | +457.9% | +375.3% |
| All | +556.6% | +100.2% | +456.3% | +375.3% |
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