-12.9%
SNPS vs TLN
+580.6%
-593.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.0% |
| 7D | +1.1% | +11.0% | -10.0% | -1.2% |
| 30D | -5.2% | +4.9% | -10.1% | -6.3% |
| 3M | +10.6% | +4.9% | +5.6% | +8.8% |
| 6M | -10.6% | +7.1% | -17.7% | -13.3% |
| YTD | -3.1% | +0.3% | -3.4% | -6.0% |
| 1Y | +15.6% | +5.9% | +9.6% | +10.3% |
| 3Y | -12.9% | +578.5% | -591.4% | -42.0% |
| All | -12.9% | +580.6% | -593.5% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling