+36.0%
TSM vs SNPS
+6.4%
+29.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -10.0% | -3.9% | -6.0% | -8.7% |
| 30D | -18.5% | -5.2% | -13.3% | -17.1% |
| 3M | -4.9% | +14.6% | -19.5% | -10.1% |
| 6M | -1.0% | -6.9% | +6.0% | +0.9% |
| YTD | +31.3% | -1.4% | +32.7% | +28.1% |
| 1Y | +36.0% | +11.2% | +24.8% | +25.6% |
| All | +36.0% | +6.4% | +29.6% | +25.6% |
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