+11.2%
SNPS vs TNA
+37.5%
-26.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.4% |
| 7D | -3.9% | +2.4% | -6.4% | -4.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.1% |
| 3M | +14.6% | -19.2% | +33.9% | +22.2% |
| 6M | -6.9% | -0.8% | -6.1% | -7.4% |
| YTD | -1.4% | +33.2% | -34.6% | -10.6% |
| 1Y | +11.2% | +38.5% | -27.3% | +1.1% |
| All | +11.2% | +37.5% | -26.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling