+4,901.1%
SNPS vs TT
+11,898.1%
-6,996.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | -11.0% | -0.2% | -10.8% | -10.9% |
| 30D | -1.7% | -7.4% | +5.6% | +0.8% |
| 3M | -20.4% | -3.2% | -17.2% | -19.7% |
| 6M | -8.6% | +1.1% | -9.7% | -9.6% |
| YTD | -16.2% | +15.6% | -31.8% | -21.3% |
| 1Y | -34.6% | +9.2% | -43.7% | -37.6% |
| 3Y | -14.5% | +124.4% | -138.8% | -36.6% |
| 5Y | +17.0% | +138.0% | -121.0% | -15.3% |
| 10Y | +560.0% | +886.4% | -326.4% | +195.8% |
| All | +4,901.1% | +11,898.1% | -6,996.9% | +800.7% |
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 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