+368.8%
SNXX vs TT
+13.1%
+355.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -8.6% |
| 7D | -12.0% | -1.2% | -10.8% | -9.3% |
| 30D | +37.9% | -7.3% | +45.3% | +68.8% |
| 3M | -52.7% | -3.6% | -49.1% | -37.3% |
| 6M | +194.8% | +2.8% | +192.0% | +237.4% |
| All | +368.8% | +13.1% | +355.7% | +458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling