+9.5%
SNOW vs TMF
-23.9%
+33.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -14.5% | +4.0% | -18.5% | -14.9% |
| 30D | -14.3% | +19.5% | -33.7% | -16.7% |
| 3M | -8.3% | -3.5% | -4.7% | -7.6% |
| 6M | +101.5% | -10.6% | +112.1% | +104.9% |
| YTD | +32.5% | -17.1% | +49.5% | +35.9% |
| 1Y | +9.5% | -24.3% | +33.7% | +16.2% |
| All | +9.5% | -23.9% | +33.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling