+9.5%
SNOW vs TDG
-5.9%
+15.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -14.5% | +7.1% | -21.6% | -15.8% |
| 30D | -14.3% | +11.4% | -25.6% | -16.6% |
| 3M | -8.3% | -4.6% | -3.7% | -7.0% |
| 6M | +101.5% | +5.8% | +95.7% | +95.4% |
| YTD | +32.5% | -8.5% | +41.0% | +43.8% |
| 1Y | +9.5% | -5.8% | +15.3% | +19.9% |
| All | +9.5% | -5.9% | +15.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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