+102.2%
SNOW vs TFC
+98.6%
+3.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +4.9% | +2.2% | +2.7% | +4.1% |
| 30D | +1.5% | -2.5% | +4.0% | +2.4% |
| 3M | +39.5% | +4.5% | +35.0% | +36.4% |
| 6M | +85.9% | +11.0% | +74.9% | +75.0% |
| YTD | +52.9% | +5.9% | +47.1% | +46.7% |
| 1Y | +48.1% | +14.6% | +33.5% | +35.8% |
| 3Y | +102.2% | +96.7% | +5.4% | +49.5% |
| All | +102.2% | +98.6% | +3.6% | +49.5% |
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 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