+28.7%
TSM vs SNXX
+350.9%
-322.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.9% |
| 7D | +1.0% | -12.0% | +13.0% | +2.3% |
| 30D | +1.0% | +37.9% | -37.0% | -3.6% |
| 3M | +2.9% | -52.7% | +55.6% | +3.0% |
| 6M | +22.8% | +194.8% | -172.0% | -3.9% |
| All | +28.7% | +350.9% | -322.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling