+557.2%
SNPS vs TMF
-87.2%
+644.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | -11.0% | -1.4% | -9.6% | -11.0% |
| 30D | -1.7% | -2.8% | +1.1% | -1.8% |
| 3M | -20.4% | -10.9% | -9.4% | -20.5% |
| 6M | -8.6% | -21.3% | +12.7% | -9.1% |
| YTD | -16.2% | -15.9% | -0.3% | -16.5% |
| 1Y | -34.6% | -15.7% | -18.8% | -34.8% |
| 3Y | -14.5% | -43.4% | +28.9% | -15.6% |
| 5Y | +17.0% | -87.8% | +104.8% | +4.6% |
| All | +557.2% | -87.2% | +644.4% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling