+5,745.2%
TMO vs SNPS
+5,418.9%
+326.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -0.5% | -5.5% | +5.0% | +0.7% |
| 30D | +1.0% | -4.5% | +5.5% | +1.7% |
| 3M | +22.7% | -15.5% | +38.2% | +26.5% |
| 6M | +19.0% | -10.1% | +29.1% | +20.3% |
| YTD | +4.7% | -16.3% | +21.0% | +7.2% |
| 1Y | +26.0% | -34.9% | +60.9% | +32.5% |
| 3Y | +18.0% | -14.4% | +32.4% | +13.9% |
| 5Y | +8.0% | +17.9% | -9.9% | -4.2% |
| 10Y | +333.8% | +574.2% | -240.5% | +168.1% |
| All | +5,745.2% | +5,418.9% | +326.3% | +2,296.4% |
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