+273.1%
TSM vs SNPS
+17.0%
+256.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +5.1% |
| 7D | +2.7% | -11.0% | +13.7% | +7.7% |
| 30D | +3.6% | -1.7% | +5.3% | +3.6% |
| 3M | -3.4% | -20.4% | +17.0% | +5.6% |
| 6M | +20.6% | -8.6% | +29.2% | +23.3% |
| YTD | +41.9% | -16.2% | +58.0% | +49.5% |
| 1Y | +84.4% | -34.6% | +118.9% | +102.9% |
| 3Y | +380.2% | -14.5% | +394.7% | +335.3% |
| All | +273.1% | +17.0% | +256.1% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling