+13,634.3%
TSM vs SNPS
+1,781.0%
+11,853.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +5.4% |
| 7D | +2.7% | -11.0% | +13.7% | +8.2% |
| 30D | +3.6% | -1.7% | +5.3% | +3.6% |
| 3M | -3.4% | -20.4% | +17.0% | +6.4% |
| 6M | +20.6% | -8.6% | +29.2% | +23.5% |
| YTD | +41.9% | -16.2% | +58.0% | +50.1% |
| 1Y | +84.4% | -34.6% | +118.9% | +103.3% |
| 3Y | +380.2% | -14.5% | +394.7% | +356.5% |
| 5Y | +275.3% | +17.0% | +258.3% | +200.0% |
| 10Y | +1,751.4% | +560.0% | +1,191.4% | +542.5% |
| All | +13,634.3% | +1,781.0% | +11,853.3% | +2,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling