-11.3%
SNPS vs TSN
+43.3%
-54.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -0.6% | +5.8% | -6.5% | -0.2% |
| 30D | -9.8% | +12.8% | -22.7% | -9.0% |
| 3M | +11.7% | +6.5% | +5.3% | +12.5% |
| 6M | -10.9% | -10.3% | -0.7% | -10.9% |
| YTD | -2.1% | +5.5% | -7.6% | -1.2% |
| 1Y | +14.8% | +15.8% | -1.0% | +16.2% |
| 3Y | -11.3% | +42.5% | -53.9% | -6.6% |
| All | -11.3% | +43.3% | -54.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling