+30.5%
SNOW vs TDY
+85.5%
-54.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.2% |
| 7D | +8.4% | -1.8% | +10.2% | +9.6% |
| 30D | -1.0% | -13.8% | +12.8% | +8.1% |
| 3M | +38.3% | -3.9% | +42.2% | +40.7% |
| 6M | +81.3% | -9.0% | +90.3% | +90.2% |
| YTD | +51.1% | +16.5% | +34.6% | +33.7% |
| 1Y | +47.0% | +9.3% | +37.7% | +34.9% |
| 3Y | +99.7% | +45.1% | +54.6% | +50.6% |
| 5Y | +3.6% | +35.0% | -31.4% | -19.8% |
| All | +30.5% | +85.5% | -54.9% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling