+27.4%
TSM vs SNXX
+412.6%
-385.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +23.4% | -20.5% | +0.4% |
| 7D | +2.7% | +34.9% | -32.2% | -0.7% |
| 30D | +3.6% | +52.5% | -48.9% | -2.2% |
| 3M | -3.4% | -41.3% | +38.0% | -5.8% |
| 6M | +20.6% | +293.8% | -273.1% | -8.6% |
| All | +27.4% | +412.6% | -385.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 SNXX 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