+46.0%
SNOW vs TFC
+16.0%
+30.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -7.5% | -2.5% | -5.0% | -7.9% |
| 30D | -1.3% | -2.8% | +1.5% | -1.8% |
| 3M | +37.4% | +2.1% | +35.3% | +38.1% |
| 6M | +88.1% | +10.1% | +78.0% | +89.2% |
| YTD | +50.3% | +5.4% | +44.9% | +53.3% |
| 1Y | +46.0% | +16.3% | +29.7% | +44.1% |
| All | +46.0% | +16.0% | +30.0% | +44.1% |
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