+572.5%
SNPS vs TNA
+86.1%
+486.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.9% | -7.3% | +8.2% | +3.0% |
| 30D | -3.6% | -14.2% | +10.5% | +0.5% |
| 3M | -12.9% | -4.6% | -8.3% | -12.0% |
| 6M | -8.2% | +36.9% | -45.1% | -16.9% |
| YTD | -15.4% | +42.5% | -57.9% | -24.6% |
| 1Y | -9.3% | +45.8% | -55.1% | -20.2% |
| 3Y | -14.0% | +104.7% | -118.6% | -36.2% |
| 5Y | +19.5% | -21.7% | +41.2% | +4.1% |
| All | +572.5% | +86.1% | +486.4% | +288.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling