+25.5%
TSM vs SNXX
+443.4%
-417.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | +4.8% | +27.3% | -22.5% | +1.9% |
| 30D | +4.0% | +89.3% | -85.3% | -4.2% |
| 3M | +2.0% | -29.6% | +31.5% | -2.3% |
| 6M | +25.5% | +324.4% | -298.9% | -13.2% |
| All | +25.5% | +443.4% | -417.9% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling