+4,901.1%
SNPS vs TSN
+612.9%
+4,288.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | -11.0% | -6.3% | -4.7% | -10.0% |
| 30D | -1.7% | -10.8% | +9.1% | +0.3% |
| 3M | -20.4% | -8.8% | -11.6% | -19.2% |
| 6M | -8.6% | -16.8% | +8.2% | -5.9% |
| YTD | -16.2% | -10.0% | -6.2% | -15.1% |
| 1Y | -34.6% | -5.3% | -29.3% | -34.4% |
| 3Y | -14.5% | +8.5% | -23.0% | -17.7% |
| 5Y | +17.0% | -22.9% | +39.9% | +19.4% |
| 10Y | +560.0% | -12.6% | +572.7% | +534.2% |
| All | +4,901.1% | +612.9% | +4,288.2% | +2,581.0% |
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