+1,389.0%
SNPS vs TRGP
+2,231.3%
-842.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | -11.0% | +0.8% | -11.8% | -11.1% |
| 30D | -1.7% | +11.5% | -13.3% | -3.5% |
| 3M | -20.4% | +9.0% | -29.3% | -21.7% |
| 6M | -8.6% | +20.5% | -29.1% | -11.7% |
| YTD | -16.2% | +59.5% | -75.7% | -22.6% |
| 1Y | -34.6% | +77.9% | -112.5% | -40.8% |
| 3Y | -14.5% | +253.6% | -268.0% | -30.4% |
| 5Y | +17.0% | +615.5% | -598.5% | -14.4% |
| 10Y | +560.0% | +897.1% | -337.1% | +313.7% |
| All | +1,389.0% | +2,231.3% | -842.3% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling