+572.2%
SNPS vs TSN
-8.5%
+580.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | -5.5% | -5.0% | -0.4% | -4.7% |
| 30D | -5.8% | -9.1% | +3.3% | -4.3% |
| 3M | -17.2% | -7.4% | -9.8% | -16.3% |
| 6M | -10.4% | -13.4% | +3.0% | -8.5% |
| YTD | -16.5% | -8.5% | -8.0% | -15.8% |
| 1Y | -35.6% | -3.2% | -32.4% | -35.9% |
| 3Y | -14.6% | +11.5% | -26.1% | -18.8% |
| 5Y | +16.5% | -19.5% | +36.0% | +18.7% |
| All | +572.2% | -8.5% | +580.7% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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