+572.1%
SNPS vs TTMI
+1,087.8%
-515.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -4.6% | +6.0% | -10.6% | -6.3% |
| 30D | -3.3% | -6.4% | +3.1% | -2.2% |
| 3M | -13.8% | -28.9% | +15.2% | -8.2% |
| 6M | -8.2% | +26.9% | -35.1% | -17.8% |
| YTD | -15.4% | +77.3% | -92.7% | -32.8% |
| 1Y | +2.4% | +147.5% | -145.1% | -27.7% |
| 3Y | -13.5% | +847.6% | -861.1% | -61.1% |
| 5Y | +19.5% | +802.2% | -782.8% | -47.3% |
| All | +572.1% | +1,087.8% | -515.6% | +169.2% |
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