+1,266.6%
SNPS vs TKO
+1,439.7%
-173.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.3% |
| 7D | -5.5% | +7.2% | -12.7% | -6.6% |
| 30D | -5.8% | +4.7% | -10.5% | -6.6% |
| 3M | -17.2% | -3.2% | -14.0% | -17.0% |
| 6M | -10.4% | -2.9% | -7.5% | -10.4% |
| YTD | -16.5% | -5.8% | -10.7% | -16.5% |
| 1Y | -35.6% | -1.1% | -34.6% | -36.1% |
| 3Y | -14.6% | +111.1% | -125.7% | -26.3% |
| 5Y | +16.5% | +315.6% | -299.1% | -11.0% |
| 10Y | +556.6% | +978.5% | -421.9% | +319.1% |
| All | +1,266.6% | +1,439.7% | -173.2% | +577.1% |
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