+294.9%
SNPS vs TW
+301.3%
-6.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | +1.1% | +3.9% | -2.9% | -0.4% |
| 30D | -5.2% | +19.9% | -25.1% | -11.6% |
| 3M | +10.6% | +25.9% | -15.4% | +0.9% |
| 6M | -10.6% | +21.1% | -31.8% | -18.0% |
| YTD | -3.1% | +23.9% | -27.0% | -12.6% |
| 1Y | +15.6% | +21.2% | -5.7% | +5.0% |
| 3Y | -12.9% | +44.8% | -57.7% | -29.1% |
| 5Y | +31.2% | +41.4% | -10.2% | +5.0% |
| All | +294.9% | +301.3% | -6.4% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling