+675.0%
SNPS vs TT
+748.9%
-73.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -0.2% | +3.5% | -3.7% | -1.8% |
| 30D | -8.0% | -11.0% | +3.0% | -2.5% |
| 3M | +12.5% | -12.0% | +24.5% | +19.8% |
| 6M | -10.5% | -10.4% | 0.0% | -5.9% |
| YTD | -1.6% | +9.9% | -11.5% | -8.2% |
| 1Y | +16.8% | +1.5% | +15.3% | +13.5% |
| 3Y | -10.9% | +93.7% | -104.6% | -39.0% |
| 5Y | +35.8% | +139.2% | -103.5% | -18.8% |
| 10Y | +675.0% | +741.5% | -66.5% | +161.7% |
| All | +675.0% | +748.9% | -73.9% | +161.7% |
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