+28.4%
SNPS vs TMF
-88.0%
+116.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.9% |
| 7D | -10.2% | +2.7% | -12.9% | -10.3% |
| 30D | -12.8% | +19.3% | -32.2% | -13.6% |
| 3M | +9.9% | -3.7% | +13.5% | +10.0% |
| 6M | -12.4% | -11.3% | -1.1% | -12.0% |
| YTD | -6.3% | -16.6% | +10.3% | -5.6% |
| 1Y | +7.6% | -21.1% | +28.7% | +8.6% |
| 3Y | -9.8% | -26.8% | +17.1% | -10.5% |
| All | +28.4% | -88.0% | +116.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling