+5,768.2%
SNPS vs TSN
+730.1%
+5,038.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -8.0% | +11.8% | -19.8% | -10.1% |
| 3M | +12.5% | +7.1% | +5.4% | +10.7% |
| 6M | -10.5% | -9.2% | -1.3% | -9.3% |
| YTD | -1.6% | +4.8% | -6.4% | -3.3% |
| 1Y | +16.8% | +11.6% | +5.2% | +13.3% |
| 3Y | -10.9% | +41.5% | -52.5% | -18.7% |
| 5Y | +35.8% | -15.5% | +51.3% | +36.1% |
| 10Y | +675.0% | +16.9% | +658.1% | +603.9% |
| All | +5,768.2% | +730.1% | +5,038.1% | +2,951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling