+1,486.8%
SNPS vs TKO
+1,446.8%
+39.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +1.1% | +2.3% | -1.3% | +0.7% |
| 30D | -5.2% | +13.4% | -18.5% | -7.1% |
| 3M | +10.6% | -1.7% | +12.3% | +10.6% |
| 6M | -10.6% | +7.2% | -17.9% | -12.2% |
| YTD | -3.1% | -5.4% | +2.3% | -3.2% |
| 1Y | +15.6% | +8.7% | +6.9% | +12.6% |
| 3Y | -12.9% | +150.4% | -163.4% | -26.8% |
| 5Y | +31.2% | +276.6% | -245.4% | +1.8% |
| 10Y | +663.4% | +1,134.6% | -471.2% | +377.6% |
| All | +1,486.8% | +1,446.8% | +39.9% | +684.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling