+16.5%
SNPS vs TT
-2.5%
+19.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.3% |
| 7D | +0.2% | +1.7% | -1.6% | -0.4% |
| 30D | -8.4% | -11.8% | +3.4% | -5.6% |
| 3M | +12.3% | -12.6% | +24.9% | +15.6% |
| 6M | -9.6% | -9.4% | -0.2% | -7.6% |
| YTD | -0.6% | +8.8% | -9.4% | +2.7% |
| All | +16.5% | -2.5% | +19.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling