+32.8%
SNOW vs TEL
+123.9%
-91.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +2.8% | +3.0% | -0.2% | +1.0% |
| 30D | +6.4% | -3.9% | +10.3% | +9.5% |
| 3M | +38.1% | -5.1% | +43.2% | +41.8% |
| 6M | +100.4% | +0.6% | +99.8% | +89.5% |
| YTD | +53.7% | -7.3% | +61.0% | +53.7% |
| 1Y | +52.0% | +1.1% | +50.8% | +38.8% |
| 3Y | +114.7% | +63.7% | +51.0% | +19.7% |
| 5Y | +8.8% | +50.7% | -41.9% | -34.0% |
| All | +32.8% | +123.9% | -91.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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