+163.8%
SNOW vs TEM
+60.7%
+103.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.9% | +3.2% | +1.7% | +4.5% |
| 30D | +1.5% | +23.5% | -22.0% | -2.4% |
| 3M | +39.5% | +32.3% | +7.2% | +32.1% |
| 6M | +85.9% | +23.0% | +62.9% | +77.3% |
| YTD | +52.9% | +8.9% | +44.1% | +48.1% |
| 1Y | +48.1% | -19.9% | +68.0% | +47.8% |
| All | +163.8% | +60.7% | +103.1% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling