+16.5%
SNPS vs TSEM
+657.2%
-640.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -5.5% | +10.4% | -15.9% | -7.9% |
| 30D | -5.8% | -12.9% | +7.2% | -3.0% |
| 3M | -17.2% | -9.2% | -8.0% | -17.7% |
| 6M | -10.4% | +98.8% | -109.1% | -30.8% |
| YTD | -16.5% | +87.2% | -103.7% | -35.3% |
| 1Y | -35.6% | +239.0% | -274.6% | -59.5% |
| 3Y | -14.6% | +679.5% | -694.1% | -60.8% |
| 5Y | +16.5% | +667.3% | -650.8% | -44.8% |
| All | +16.5% | +657.2% | -640.7% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling