+16.5%
SNPS vs TW
+22.4%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.6% |
| 7D | -5.5% | -3.5% | -2.0% | -4.3% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | -17.2% | +4.9% | -22.1% | -19.4% |
| 6M | -10.4% | -17.1% | +6.7% | -4.5% |
| YTD | -16.5% | -3.9% | -12.7% | -16.9% |
| 1Y | -35.6% | -13.3% | -22.4% | -33.0% |
| 3Y | -14.6% | +20.9% | -35.5% | -28.8% |
| 5Y | +16.5% | +20.5% | -4.0% | +0.2% |
| All | +16.5% | +22.4% | -6.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling