+3.3%
SNOW vs TKO
+291.2%
-287.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.4% | +2.3% | -4.7% | -3.4% |
| 30D | -1.0% | -2.5% | +1.5% | -0.3% |
| 3M | +36.9% | -10.6% | +47.5% | +42.6% |
| 6M | +83.4% | -5.1% | +88.4% | +86.5% |
| YTD | +50.0% | -8.2% | +58.2% | +53.4% |
| 1Y | +46.5% | -4.4% | +51.0% | +46.6% |
| 3Y | +93.3% | +100.4% | -7.0% | +38.9% |
| All | +3.3% | +291.2% | -287.9% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling