+1,831.4%
TSM vs SNPS
+560.2%
+1,271.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.6% |
| 7D | +6.0% | -5.5% | +11.5% | +8.8% |
| 30D | +4.5% | -5.8% | +10.3% | +6.7% |
| 3M | +3.1% | -17.2% | +20.3% | +11.8% |
| 6M | +30.2% | -10.4% | +40.6% | +34.6% |
| YTD | +45.2% | -16.5% | +61.7% | +54.2% |
| 1Y | +79.6% | -35.6% | +115.2% | +101.1% |
| 3Y | +411.0% | -14.6% | +425.6% | +365.2% |
| 5Y | +290.7% | +16.5% | +274.2% | +184.6% |
| All | +1,831.4% | +560.2% | +1,271.2% | +343.9% |
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