+32.8%
SNOW vs TE
-53.8%
+86.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +2.8% | -4.0% | +6.8% | +3.4% |
| 30D | +6.4% | -15.9% | +22.3% | +8.7% |
| 3M | +38.1% | -60.5% | +98.6% | +54.0% |
| 6M | +100.4% | -35.2% | +135.6% | +99.7% |
| YTD | +53.7% | -31.1% | +84.8% | +49.1% |
| 1Y | +52.0% | +148.6% | -96.7% | +10.3% |
| 3Y | +114.7% | -26.4% | +141.1% | +78.1% |
| 5Y | +8.8% | -48.0% | +56.8% | -4.0% |
| All | +32.8% | -53.8% | +86.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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