-34.9%
SNPS vs TSEM
+233.1%
-268.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -5.5% | +4.7% | -10.2% | -6.0% |
| 30D | -4.5% | -14.2% | +9.8% | -2.9% |
| 3M | -15.5% | -5.0% | -10.4% | -16.0% |
| 6M | -10.1% | +87.6% | -97.6% | -17.5% |
| YTD | -16.3% | +84.4% | -100.7% | -23.0% |
| 1Y | -34.9% | +235.4% | -270.3% | -20.4% |
| All | -34.9% | +233.1% | -268.0% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling