-11.3%
SNPS vs TTMI
+419.6%
-431.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.6% |
| 7D | -0.6% | -11.5% | +10.9% | +1.5% |
| 30D | -9.8% | -40.3% | +30.5% | -1.3% |
| 3M | +11.7% | -44.5% | +56.2% | +23.4% |
| 6M | -10.9% | -54.1% | +43.1% | +0.7% |
| YTD | -2.1% | +4.7% | -6.8% | -11.7% |
| 1Y | +14.8% | +3.3% | +11.4% | +2.7% |
| 3Y | -11.3% | +407.2% | -418.6% | -53.9% |
| All | -11.3% | +419.6% | -431.0% | -53.9% |
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