+244.6%
SNPS vs TW
+209.8%
+34.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -4.6% | -2.7% | -1.9% | -3.6% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | -13.8% | +1.6% | -15.4% | -15.1% |
| 6M | -8.2% | -17.7% | +9.5% | -2.2% |
| YTD | -15.4% | -4.3% | -11.1% | -15.7% |
| 1Y | +2.4% | -13.1% | +15.5% | +5.9% |
| 3Y | -13.5% | +20.3% | -33.8% | -24.7% |
| 5Y | +19.5% | +22.0% | -2.5% | +1.2% |
| All | +244.6% | +209.8% | +34.8% | +117.3% |
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