+165.1%
SNOW vs TEM
+61.6%
+103.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +6.4% | +38.4% | -32.0% | +0.4% |
| 3M | +38.1% | +23.7% | +14.4% | +32.0% |
| 6M | +100.4% | +26.0% | +74.4% | +90.6% |
| YTD | +53.7% | +9.4% | +44.3% | +48.7% |
| 1Y | +52.0% | -17.3% | +69.2% | +51.0% |
| All | +165.1% | +61.6% | +103.6% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling