+5,491.2%
SNPS vs TYL
+9,463.8%
-3,972.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.2% |
| 7D | -10.2% | +15.1% | -25.3% | -12.3% |
| 30D | -12.8% | +30.1% | -42.9% | -16.8% |
| 3M | +9.9% | +40.4% | -30.5% | +3.4% |
| 6M | -12.4% | +31.3% | -43.7% | -17.1% |
| YTD | -6.3% | -5.2% | -1.1% | -6.7% |
| 1Y | +7.6% | -6.6% | +14.2% | +7.3% |
| 3Y | -9.8% | +3.4% | -13.2% | -11.5% |
| 5Y | +29.2% | -19.3% | +48.5% | +31.8% |
| 10Y | +663.8% | +178.1% | +485.6% | +561.8% |
| All | +5,491.2% | +9,463.8% | -3,972.5% | +2,555.6% |
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