+24.5%
TMO vs SNPS
-4.5%
+29.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +1.1% | -3.6% | +4.8% | +1.5% |
| 3M | +28.3% | -12.9% | +41.2% | +30.5% |
| 6M | +23.3% | -8.2% | +31.5% | +22.1% |
| YTD | +5.5% | -15.4% | +20.9% | +5.9% |
| 1Y | +24.5% | -9.3% | +33.8% | +24.8% |
| All | +24.5% | -4.5% | +29.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling