+660.9%
SNPS vs TTMI
+394.2%
+266.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | +1.1% | +11.4% | -10.3% | -2.0% |
| 30D | -5.2% | -28.3% | +23.1% | +1.2% |
| 3M | +10.6% | -46.7% | +57.2% | +26.1% |
| 6M | -10.6% | -56.1% | +45.5% | +4.9% |
| YTD | -3.1% | +7.4% | -10.5% | -15.1% |
| 1Y | +15.6% | +17.4% | -1.8% | -2.6% |
| 3Y | -12.9% | +429.1% | -442.1% | -56.6% |
| 5Y | +31.2% | +418.8% | -387.6% | -36.8% |
| All | +660.9% | +394.2% | +266.8% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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