+557.2%
SNPS vs TT
+912.5%
-355.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | -1.7% | -7.2% | +5.4% | +1.8% |
| 3M | -20.4% | -3.0% | -17.4% | -19.7% |
| 6M | -8.6% | +1.4% | -10.0% | -10.3% |
| YTD | -16.2% | +15.9% | -32.0% | -23.8% |
| 1Y | -34.6% | +9.4% | -44.0% | -39.2% |
| 3Y | -14.5% | +124.4% | -138.8% | -45.7% |
| 5Y | +17.0% | +138.0% | -121.0% | -29.8% |
| All | +557.2% | +912.5% | -355.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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