+32.8%
SNOW vs TFC
+73.2%
-40.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | +6.4% | -1.3% | +7.7% | +6.8% |
| 3M | +38.1% | +6.1% | +32.0% | +34.6% |
| 6M | +100.4% | +7.3% | +93.1% | +92.8% |
| YTD | +53.7% | +8.2% | +45.5% | +47.1% |
| 1Y | +52.0% | +14.4% | +37.5% | +41.7% |
| 3Y | +114.7% | +93.7% | +20.9% | +63.5% |
| 5Y | +8.8% | +16.4% | -7.6% | +0.4% |
| All | +32.8% | +73.2% | -40.4% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling