-34.6%
SNPS vs TRI
-38.3%
+3.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -4.1% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -1.7% | +7.9% | -9.6% | -3.6% |
| 3M | -20.4% | +24.1% | -44.4% | -25.3% |
| 6M | -8.6% | +3.8% | -12.4% | -8.9% |
| YTD | -16.2% | -16.9% | +0.7% | -7.6% |
| 1Y | -34.6% | -38.4% | +3.8% | +1.9% |
| All | -34.6% | -38.3% | +3.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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