+572.5%
SNPS vs TKO
+989.7%
-417.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.4% |
| 30D | -3.6% | -2.5% | -1.1% | -3.3% |
| 3M | -12.9% | -10.6% | -2.3% | -11.1% |
| 6M | -8.2% | -5.1% | -3.2% | -7.9% |
| YTD | -15.4% | -8.2% | -7.2% | -14.8% |
| 1Y | -9.3% | -4.4% | -4.9% | -9.8% |
| 3Y | -14.0% | +100.4% | -114.3% | -28.9% |
| 5Y | +19.5% | +294.3% | -274.8% | -17.5% |
| All | +572.5% | +989.7% | -417.2% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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