+16.5%
SNPS vs TTMI
+840.7%
-824.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.2% |
| 7D | -5.5% | +12.2% | -17.7% | -8.2% |
| 30D | -5.8% | -5.7% | 0.0% | -4.9% |
| 3M | -17.2% | -27.5% | +10.3% | -12.5% |
| 6M | -10.4% | +47.1% | -57.5% | -22.2% |
| YTD | -16.5% | +87.5% | -104.0% | -34.0% |
| 1Y | -35.6% | +175.2% | -210.8% | -56.0% |
| 3Y | -14.6% | +901.9% | -916.6% | -63.2% |
| 5Y | +16.5% | +843.5% | -827.0% | -51.9% |
| All | +16.5% | +840.7% | -824.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling