+9.5%
SNOW vs TDY
+22.9%
-13.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.1% |
| 7D | -14.5% | -5.0% | -9.5% | -13.2% |
| 30D | -14.3% | +2.0% | -16.3% | -14.5% |
| 3M | -8.3% | -7.7% | -0.6% | -6.7% |
| 6M | +101.5% | -0.9% | +102.4% | +99.9% |
| YTD | +32.5% | +23.7% | +8.7% | +32.8% |
| 1Y | +9.5% | +23.6% | -14.1% | +11.2% |
| All | +9.5% | +22.9% | -13.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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