+29.8%
SNOW vs TDG
+166.8%
-137.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -7.5% | -2.7% | -4.8% | -6.2% |
| 30D | -1.3% | -9.3% | +7.9% | +3.9% |
| 3M | +37.4% | -7.1% | +44.5% | +41.5% |
| 6M | +88.1% | -11.2% | +99.2% | +97.2% |
| YTD | +50.3% | -15.3% | +65.6% | +62.2% |
| 1Y | +46.0% | -12.5% | +58.5% | +53.7% |
| 3Y | +98.7% | +51.2% | +47.5% | +39.4% |
| 5Y | +3.5% | +126.1% | -122.6% | -43.8% |
| All | +29.8% | +166.8% | -137.0% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling