+684.5%
SNPS vs TYL
+169.5%
+515.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -0.6% | +4.3% | -4.9% | -3.0% |
| 30D | -9.8% | +28.0% | -37.8% | -22.1% |
| 3M | +11.7% | +32.3% | -20.6% | -6.0% |
| 6M | -10.9% | +29.9% | -40.9% | -26.1% |
| YTD | -2.1% | -7.1% | +5.0% | -2.3% |
| 1Y | +14.8% | -9.2% | +24.0% | +15.6% |
| 3Y | -11.3% | +0.7% | -12.1% | -18.6% |
| 5Y | +36.2% | -21.1% | +57.3% | +43.0% |
| 10Y | +684.5% | +180.8% | +503.7% | +331.3% |
| All | +684.5% | +169.5% | +515.0% | +331.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling