+663.1%
SNPS vs TMF
-84.4%
+747.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -3.7% | +1.2% | -4.9% | -3.6% |
| 30D | -10.4% | +19.7% | -30.1% | -10.0% |
| 3M | +11.0% | -2.1% | +13.1% | +11.0% |
| 6M | -10.7% | -13.4% | +2.8% | -10.9% |
| YTD | -4.1% | -16.7% | +12.6% | -4.4% |
| 1Y | +13.7% | -23.3% | +37.1% | +13.1% |
| 3Y | -8.1% | -24.8% | +16.8% | -8.4% |
| 5Y | +32.2% | -88.0% | +120.2% | +17.5% |
| All | +663.1% | -84.4% | +747.5% | +636.5% |
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