+2,403.1%
SNPS vs TTMI
+247.6%
+2,155.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.8% |
| 7D | -0.6% | -11.5% | +10.9% | +1.2% |
| 30D | -9.8% | -40.3% | +30.5% | -2.6% |
| 3M | +11.7% | -44.5% | +56.2% | +21.7% |
| 6M | -10.9% | -54.1% | +43.1% | -1.1% |
| YTD | -2.1% | +4.7% | -6.8% | -8.2% |
| 1Y | +14.8% | +3.3% | +11.4% | +7.0% |
| 3Y | -11.3% | +407.2% | -418.6% | -39.0% |
| 5Y | +36.2% | +406.5% | -370.3% | -7.8% |
| 10Y | +684.5% | +420.4% | +264.1% | +410.4% |
| All | +2,403.1% | +247.6% | +2,155.6% | +1,086.2% |
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