+675.0%
SNPS vs TSEM
+920.4%
-245.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.2% | -1.7% |
| 7D | -0.2% | +6.8% | -6.9% | -2.3% |
| 30D | -8.0% | -26.6% | +18.6% | -0.7% |
| 3M | +12.5% | -36.3% | +48.8% | +25.2% |
| 6M | -10.5% | -30.6% | +20.1% | -7.0% |
| YTD | -1.6% | +35.3% | -36.9% | -20.2% |
| 1Y | +16.8% | +59.2% | -42.4% | -10.7% |
| 3Y | -10.9% | +547.7% | -558.6% | -60.2% |
| 5Y | +35.8% | +337.5% | -301.8% | -32.0% |
| 10Y | +675.0% | +887.4% | -212.4% | +177.2% |
| All | +675.0% | +920.4% | -245.4% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling