+36.2%
SNPS vs TSN
-13.7%
+50.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -0.6% | +5.8% | -6.5% | -1.0% |
| 30D | -9.8% | +12.8% | -22.7% | -10.6% |
| 3M | +11.7% | +6.5% | +5.3% | +11.2% |
| 6M | -10.9% | -10.3% | -0.7% | -9.9% |
| YTD | -2.1% | +5.5% | -7.6% | -2.8% |
| 1Y | +14.8% | +15.8% | -1.0% | +12.5% |
| 3Y | -11.3% | +42.5% | -53.9% | -18.2% |
| 5Y | +36.2% | -14.3% | +50.6% | +47.1% |
| All | +36.2% | -13.7% | +50.0% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling