+1,502.2%
TSM vs SNPS
+702.6%
+799.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +1.7% |
| 7D | -2.5% | +0.2% | -2.7% | -2.4% |
| 30D | -14.3% | -8.4% | -5.8% | -10.4% |
| 3M | -7.2% | +12.3% | -19.5% | -13.5% |
| 6M | -5.1% | -9.6% | +4.5% | -2.2% |
| YTD | +28.9% | -0.6% | +29.5% | +25.0% |
| 1Y | +37.1% | +18.7% | +18.4% | +21.4% |
| 3Y | +341.5% | -7.6% | +349.0% | +289.8% |
| 5Y | +245.7% | +34.1% | +211.6% | +135.7% |
| 10Y | +1,502.2% | +691.2% | +811.0% | +256.7% |
| All | +1,502.2% | +702.6% | +799.6% | +256.7% |
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