+30.5%
SNOW vs TKO
+401.8%
-371.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +8.4% | +0.7% | +7.7% | +8.1% |
| 30D | -1.0% | +0.9% | -1.8% | -1.6% |
| 3M | +38.3% | -6.2% | +44.5% | +40.7% |
| 6M | +81.3% | -5.6% | +86.9% | +84.1% |
| YTD | +51.1% | -7.8% | +59.0% | +53.8% |
| 1Y | +47.0% | -1.2% | +48.2% | +45.6% |
| 3Y | +99.7% | +106.5% | -6.8% | +55.6% |
| 5Y | +3.6% | +310.4% | -306.8% | -36.8% |
| All | +30.5% | +401.8% | -371.3% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling