-14.6%
SNPS vs TTMI
+857.4%
-872.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.1% |
| 7D | -5.5% | +12.2% | -17.7% | -7.9% |
| 30D | -5.8% | -5.7% | 0.0% | -5.0% |
| 3M | -17.2% | -27.5% | +10.3% | -13.0% |
| 6M | -10.4% | +47.1% | -57.5% | -20.6% |
| YTD | -16.5% | +87.5% | -104.0% | -32.0% |
| 1Y | -35.6% | +175.2% | -210.8% | -54.5% |
| 3Y | -14.6% | +901.9% | -916.6% | -59.0% |
| All | -14.6% | +857.4% | -872.1% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling