+29.6%
SNOW vs TDG
+170.0%
-140.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | -2.4% | -1.9% | -0.6% | -1.4% |
| 30D | -1.0% | -7.7% | +6.7% | +3.3% |
| 3M | +36.9% | -9.3% | +46.2% | +43.0% |
| 6M | +83.4% | -9.4% | +92.7% | +90.2% |
| YTD | +50.0% | -14.3% | +64.2% | +60.8% |
| 1Y | +46.5% | -11.8% | +58.4% | +53.7% |
| 3Y | +93.3% | +52.0% | +41.4% | +35.4% |
| 5Y | +3.3% | +128.8% | -125.6% | -44.3% |
| All | +29.6% | +170.0% | -140.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling