-34.9%
SNPS vs TTMI
+164.8%
-199.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | -5.5% | +7.5% | -13.0% | -6.4% |
| 30D | -4.5% | -4.5% | 0.0% | -4.2% |
| 3M | -15.5% | -28.5% | +13.0% | -12.8% |
| 6M | -10.1% | +28.4% | -38.4% | -12.7% |
| YTD | -16.3% | +80.1% | -96.4% | -21.6% |
| 1Y | -34.9% | +161.0% | -196.0% | -37.2% |
| All | -34.9% | +164.8% | -199.7% | -37.2% |
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