+4,901.1%
SNPS vs TYL
+7,989.6%
-3,088.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.7% |
| 7D | -11.0% | -3.7% | -7.3% | -10.5% |
| 30D | -1.7% | +18.7% | -20.5% | -4.5% |
| 3M | -20.4% | +18.1% | -38.5% | -22.9% |
| 6M | -8.6% | -1.1% | -7.5% | -9.0% |
| YTD | -16.2% | -19.8% | +3.7% | -13.9% |
| 1Y | -34.6% | -34.3% | -0.3% | -30.5% |
| 3Y | -14.5% | -8.2% | -6.2% | -14.1% |
| 5Y | +17.0% | -25.4% | +42.4% | +21.7% |
| 10Y | +560.0% | +115.6% | +444.4% | +496.8% |
| All | +4,901.1% | +7,989.6% | -3,088.4% | +2,352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling