-11.6%
SNPS vs TRGP
+267.3%
-278.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | -8.0% | +0.8% | -8.9% | -8.4% |
| 3M | +12.5% | +10.4% | +2.1% | +9.4% |
| 6M | -10.5% | +16.3% | -26.7% | -14.7% |
| YTD | -1.6% | +61.1% | -62.7% | -16.1% |
| 1Y | +16.8% | +71.6% | -54.8% | -2.7% |
| All | -11.6% | +267.3% | -278.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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