+675.0%
SNPS vs TTMI
+467.0%
+208.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -1.8% |
| 7D | -0.2% | +7.2% | -7.4% | -2.5% |
| 30D | -8.0% | -28.7% | +20.6% | -1.9% |
| 3M | +12.5% | -39.8% | +52.3% | +24.3% |
| 6M | -10.5% | -51.7% | +41.2% | +2.5% |
| YTD | -1.6% | +14.1% | -15.7% | -15.1% |
| 1Y | +16.8% | +16.0% | +0.9% | -1.1% |
| 3Y | -10.9% | +452.7% | -463.6% | -56.0% |
| 5Y | +35.8% | +451.5% | -415.7% | -35.6% |
| 10Y | +675.0% | +443.1% | +231.8% | +240.4% |
| All | +675.0% | +467.0% | +208.0% | +240.4% |
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