+9.5%
SNOW vs TFC
+20.8%
-11.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -0.7% |
| 7D | -14.5% | +5.1% | -19.6% | -13.3% |
| 30D | -14.3% | +9.8% | -24.1% | -12.2% |
| 3M | -8.3% | -2.4% | -5.8% | -8.7% |
| 6M | +101.5% | +4.9% | +96.6% | +105.6% |
| YTD | +32.5% | +6.6% | +25.9% | +36.9% |
| 1Y | +9.5% | +21.3% | -11.8% | +6.8% |
| All | +9.5% | +20.8% | -11.3% | +6.8% |
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