-15.6%
SNPS vs TOST
+55.9%
-71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -3.4% | -7.6% | -10.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.5% |
| 3M | -20.4% | +34.6% | -55.0% | -27.3% |
| 6M | -8.6% | +15.2% | -23.8% | -13.5% |
| YTD | -16.2% | -4.4% | -11.8% | -16.8% |
| 1Y | -34.6% | -17.4% | -17.2% | -32.4% |
| All | -15.6% | +55.9% | -71.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3y: compounded portfolio wealth divided by compounded TOST 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…
3y analysis · Full analysis span regression · 6 months rolling