-11.3%
SNPS vs TSEM
+506.4%
-517.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -0.6% | -9.5% | +8.8% | +1.3% |
| 30D | -9.8% | -35.5% | +25.7% | -1.4% |
| 3M | +11.7% | -41.6% | +53.3% | +23.9% |
| 6M | -10.9% | -30.1% | +19.1% | -8.5% |
| YTD | -2.1% | +25.7% | -27.8% | -17.2% |
| 1Y | +14.8% | +50.5% | -35.7% | -8.8% |
| 3Y | -11.3% | +501.7% | -513.1% | -59.9% |
| All | -11.3% | +506.4% | -517.8% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling