+29.6%
SNOW vs TD
+219.8%
-190.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -1.0% | -1.9% | +0.9% | +0.2% |
| 3M | +36.9% | +4.8% | +32.1% | +32.6% |
| 6M | +83.4% | +28.0% | +55.4% | +55.7% |
| YTD | +50.0% | +30.3% | +19.7% | +25.7% |
| 1Y | +46.5% | +59.8% | -13.3% | +6.7% |
| 3Y | +93.3% | +124.7% | -31.4% | +7.7% |
| 5Y | +3.3% | +127.0% | -123.7% | -35.4% |
| All | +29.6% | +219.8% | -190.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling