+128.5%
TLT vs SNPS
+2,069.6%
-1,941.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.7% | -8.0% | +11.7% | +3.2% |
| 3M | -0.8% | +12.5% | -13.2% | +0.2% |
| 6M | -3.6% | -10.5% | +6.9% | -3.9% |
| YTD | -3.9% | -1.6% | -2.3% | -3.5% |
| 1Y | -6.2% | +16.8% | -23.0% | -4.7% |
| 3Y | +4.2% | -10.9% | +15.1% | +5.7% |
| 5Y | -34.7% | +35.8% | -70.4% | -30.7% |
| 10Y | -11.8% | +675.0% | -686.8% | +17.0% |
| All | +128.5% | +2,069.6% | -1,941.1% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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