+5,491.2%
SNPS vs TFC
+2,324.2%
+3,167.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.3% |
| 7D | -10.2% | +1.1% | -11.2% | -10.5% |
| 30D | -12.8% | +7.8% | -20.6% | -14.8% |
| 3M | +9.9% | -4.8% | +14.6% | +11.2% |
| 6M | -12.4% | +1.8% | -14.2% | -13.3% |
| YTD | -6.3% | +4.4% | -10.7% | -8.2% |
| 1Y | +7.6% | +18.0% | -10.3% | +1.6% |
| 3Y | -9.8% | +85.2% | -95.0% | -26.0% |
| 5Y | +29.2% | -1.4% | +30.6% | +24.0% |
| 10Y | +663.8% | +95.7% | +568.0% | +454.3% |
| All | +5,491.2% | +2,324.2% | +3,167.0% | +2,008.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling