-26.1%
SNOW vs TD
+101.4%
-127.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | +5.5% | +1.1% | +4.4% | +4.7% |
| 30D | -13.2% | +5.2% | -18.4% | -16.1% |
| 3M | -13.7% | +1.2% | -15.0% | -14.4% |
| 6M | +91.0% | +17.7% | +73.2% | +69.1% |
| YTD | +32.7% | +34.2% | -1.6% | +5.7% |
| 1Y | +13.3% | +55.4% | -42.2% | -19.9% |
| 3Y | +83.4% | +130.4% | -47.0% | -10.3% |
| All | -26.1% | +101.4% | -127.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling