+645.9%
SNPS vs TYL
+174.9%
+471.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.8% |
| 7D | -10.2% | +15.1% | -25.3% | -17.0% |
| 30D | -12.8% | +30.1% | -42.9% | -25.3% |
| 3M | +9.9% | +40.4% | -30.5% | -10.4% |
| 6M | -12.4% | +31.3% | -43.7% | -27.7% |
| YTD | -6.3% | -5.2% | -1.1% | -7.5% |
| 1Y | +7.6% | -6.6% | +14.2% | +6.8% |
| 3Y | -9.8% | +3.4% | -13.2% | -18.3% |
| 5Y | +29.2% | -19.3% | +48.5% | +34.2% |
| All | +645.9% | +174.9% | +471.0% | +317.1% |
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