+3,357.6%
SNPS vs TSEM
+11.3%
+3,346.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.8% | -13.2% | -6.4% |
| 7D | -11.0% | +6.9% | -17.9% | -11.9% |
| 30D | -1.7% | +5.3% | -7.0% | -2.7% |
| 3M | -20.4% | -14.9% | -5.4% | -19.8% |
| 6M | -8.6% | +80.0% | -88.6% | -17.7% |
| YTD | -16.2% | +89.4% | -105.5% | -25.3% |
| 1Y | -34.6% | +253.1% | -287.7% | -46.7% |
| 3Y | -14.5% | +642.1% | -656.6% | -37.3% |
| 5Y | +17.0% | +659.1% | -642.1% | -15.0% |
| 10Y | +560.0% | +1,291.4% | -731.3% | +340.6% |
| All | +3,357.6% | +11.3% | +3,346.3% | +2,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling