-35.6%
SNPS vs TLN
-16.8%
-18.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.8% |
| 7D | -5.5% | +10.9% | -16.4% | -6.9% |
| 30D | -5.8% | -6.3% | +0.6% | -5.0% |
| 3M | -17.2% | -10.7% | -6.5% | -16.6% |
| 6M | -10.4% | +1.6% | -12.0% | -11.7% |
| YTD | -16.5% | -13.1% | -3.4% | -17.0% |
| 1Y | -35.6% | -15.1% | -20.6% | -10.4% |
| All | -35.6% | -16.8% | -18.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling