+17.1%
SNPS vs TFC
+16.2%
+0.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | +2.4% | -13.4% | -11.8% |
| 30D | -1.7% | -1.3% | -0.4% | -1.4% |
| 3M | -20.4% | +6.1% | -26.4% | -22.2% |
| 6M | -8.6% | +7.3% | -16.0% | -11.3% |
| YTD | -16.2% | +8.2% | -24.4% | -19.1% |
| 1Y | -34.6% | +14.4% | -49.0% | -38.1% |
| 3Y | -14.5% | +93.7% | -108.2% | -32.5% |
| All | +17.1% | +16.2% | +0.9% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling