+309.1%
TMUS vs SNPS
+554.7%
-245.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -5.5% | +5.2% | +0.8% |
| 30D | +3.1% | -5.8% | +8.9% | +3.9% |
| 3M | +2.4% | -17.2% | +19.6% | +5.7% |
| 6M | -17.1% | -10.4% | -6.7% | -16.5% |
| YTD | -9.1% | -16.5% | +7.5% | -7.5% |
| 1Y | -23.6% | -35.6% | +12.0% | -20.0% |
| 3Y | +38.8% | -14.6% | +53.5% | +26.2% |
| 5Y | +43.0% | +16.5% | +26.5% | +10.2% |
| 10Y | +309.1% | +556.6% | -247.5% | +40.1% |
| All | +309.1% | +554.7% | -245.6% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling