-20.4%
SNPS vs TTMI
-30.4%
+10.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -6.7% |
| 7D | -11.0% | +5.9% | -16.9% | -11.8% |
| 30D | -1.7% | -4.3% | +2.6% | -1.3% |
| 3M | -20.4% | -32.0% | +11.7% | -16.1% |
| All | -20.4% | -30.4% | +10.0% | -16.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling