+5,620.1%
SNPS vs TRMB
+2,397.4%
+3,222.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -3.7% | -16.7% | +13.0% | -0.2% |
| 30D | -10.4% | -9.9% | -0.5% | -8.8% |
| 3M | +11.0% | -7.6% | +18.5% | +12.2% |
| 6M | -10.7% | -14.7% | +4.0% | -8.3% |
| YTD | -4.1% | -30.9% | +26.8% | +3.2% |
| 1Y | +13.7% | -31.3% | +45.1% | +22.5% |
| 3Y | -8.1% | +29.4% | -37.5% | -13.1% |
| 5Y | +32.2% | -37.4% | +69.6% | +44.6% |
| 10Y | +681.4% | +109.2% | +572.2% | +573.0% |
| All | +5,620.1% | +2,397.4% | +3,222.7% | +2,344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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