+160.7%
SNOW vs TEM
+53.2%
+107.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.4% |
| 7D | +8.4% | -1.1% | +9.4% | +8.6% |
| 30D | -1.0% | +11.3% | -12.3% | -3.2% |
| 3M | +38.3% | +25.5% | +12.8% | +32.0% |
| 6M | +81.3% | +17.1% | +64.2% | +74.3% |
| YTD | +51.1% | +3.8% | +47.3% | +47.4% |
| 1Y | +47.0% | -24.4% | +71.3% | +47.9% |
| All | +160.7% | +53.2% | +107.5% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling