+660.9%
SNPS vs TYL
+183.6%
+477.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.1% | +0.8% | +0.2% | +0.6% |
| 30D | -5.2% | +21.1% | -26.3% | -15.5% |
| 3M | +10.6% | +28.9% | -18.4% | -5.5% |
| 6M | -10.6% | +42.0% | -52.6% | -29.6% |
| YTD | -3.1% | -6.6% | +3.5% | -3.6% |
| 1Y | +15.6% | -9.1% | +24.6% | +16.4% |
| 3Y | -12.9% | +1.8% | -14.8% | -20.7% |
| 5Y | +31.2% | -22.9% | +54.1% | +39.9% |
| All | +660.9% | +183.6% | +477.4% | +309.4% |
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