-14.9%
SNPS vs TKO
+103.5%
-118.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -5.5% | +0.7% | -6.1% | -5.6% |
| 30D | -4.5% | +0.9% | -5.4% | -4.7% |
| 3M | -15.5% | -6.2% | -9.3% | -14.8% |
| 6M | -10.1% | -5.6% | -4.4% | -9.6% |
| YTD | -16.3% | -7.8% | -8.4% | -15.7% |
| 1Y | -34.9% | -1.2% | -33.7% | -35.6% |
| All | -14.9% | +103.5% | -118.3% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling