+16.8%
SNPS vs TTMI
+14.9%
+1.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -1.0% |
| 7D | -0.2% | +7.2% | -7.4% | -1.6% |
| 30D | -8.0% | -28.7% | +20.6% | -4.5% |
| 3M | +12.5% | -39.8% | +52.3% | +19.1% |
| 6M | -10.5% | -51.7% | +41.2% | -3.2% |
| YTD | -1.6% | +14.1% | -15.7% | -1.3% |
| 1Y | +16.8% | +16.0% | +0.9% | +18.2% |
| All | +16.8% | +14.9% | +1.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling