+84.4%
SNOW vs TFC
+95.4%
-11.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | -19.8% | +9.0% | -28.8% | -22.4% |
| 3M | -11.6% | -2.1% | -9.5% | -11.1% |
| 6M | +94.0% | +3.4% | +90.6% | +89.4% |
| YTD | +34.8% | +5.3% | +29.5% | +29.2% |
| 1Y | +10.1% | +16.2% | -6.0% | -0.2% |
| 3Y | +84.4% | +94.8% | -10.4% | +35.0% |
| All | +84.4% | +95.4% | -11.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling