+2,043.3%
SNPS vs TTMI
+504.4%
+1,539.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -6.9% |
| 7D | -11.0% | +5.9% | -16.9% | -12.0% |
| 30D | -1.7% | -4.3% | +2.6% | -1.3% |
| 3M | -20.4% | -32.0% | +11.7% | -16.1% |
| 6M | -8.6% | +19.5% | -28.1% | -14.1% |
| YTD | -16.2% | +82.0% | -98.2% | -27.6% |
| 1Y | -34.6% | +172.6% | -207.2% | -48.2% |
| 3Y | -14.5% | +744.7% | -759.1% | -45.5% |
| 5Y | +17.0% | +805.6% | -788.6% | -27.5% |
| 10Y | +560.0% | +1,057.6% | -497.6% | +279.4% |
| All | +2,043.3% | +504.4% | +1,539.0% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling