+5,491.2%
SNPS vs TT
+10,412.2%
-4,921.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -3.4% |
| 7D | -10.2% | -9.0% | -1.2% | -7.1% |
| 30D | -12.8% | -17.6% | +4.8% | -6.7% |
| 3M | +9.9% | -18.7% | +28.5% | +18.1% |
| 6M | -12.4% | -17.4% | +5.0% | -6.6% |
| YTD | -6.3% | +1.5% | -7.8% | -7.8% |
| 1Y | +7.6% | -9.4% | +17.0% | +10.1% |
| 3Y | -9.8% | +85.1% | -94.8% | -28.1% |
| 5Y | +29.2% | +125.7% | -96.5% | -4.4% |
| 10Y | +663.8% | +757.3% | -93.6% | +260.3% |
| All | +5,491.2% | +10,412.2% | -4,921.0% | +955.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling