+675.0%
SNPS vs TMF
-81.8%
+756.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.2% | -3.4% | +3.2% | -0.3% |
| 30D | -8.0% | +11.5% | -19.5% | -7.8% |
| 3M | +12.5% | -4.5% | +17.0% | +12.4% |
| 6M | -10.5% | -15.0% | +4.5% | -10.7% |
| YTD | -1.6% | -19.9% | +18.2% | -2.1% |
| 1Y | +16.8% | -26.6% | +43.4% | +16.0% |
| 3Y | -10.9% | -29.8% | +18.9% | -11.5% |
| 5Y | +35.8% | -88.2% | +124.0% | +20.5% |
| 10Y | +675.0% | -81.4% | +756.4% | +641.6% |
| All | +675.0% | -81.8% | +756.7% | +641.6% |
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