+52.0%
SNOW vs TFC
+15.4%
+36.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | +2.4% | +0.4% | +3.3% |
| 30D | +6.4% | -1.3% | +7.7% | +6.2% |
| 3M | +38.1% | +6.1% | +32.0% | +39.7% |
| 6M | +100.4% | +7.3% | +93.1% | +104.1% |
| YTD | +53.7% | +8.2% | +45.5% | +57.6% |
| 1Y | +52.0% | +14.4% | +37.5% | +51.5% |
| All | +52.0% | +15.4% | +36.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling