+11.2%
SNPS vs TYL
-10.1%
+21.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.5% |
| 7D | -3.9% | +17.3% | -21.2% | -5.6% |
| 30D | -5.2% | +28.9% | -34.1% | -8.6% |
| 3M | +14.6% | +35.1% | -20.4% | +9.8% |
| 6M | -6.9% | +29.3% | -36.3% | -10.3% |
| YTD | -1.4% | -6.8% | +5.3% | -1.4% |
| 1Y | +11.2% | -9.9% | +21.1% | +9.7% |
| All | +11.2% | -10.1% | +21.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling