+14.7%
SNOW vs TMF
-91.2%
+105.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -21.1% | +16.3% | -37.4% | -22.5% |
| 3M | -11.9% | -2.7% | -9.2% | -11.8% |
| 6M | +91.0% | -13.2% | +104.1% | +93.4% |
| YTD | +32.7% | -16.7% | +49.4% | +34.9% |
| 1Y | +10.8% | -22.7% | +33.5% | +13.5% |
| 3Y | +86.2% | -26.1% | +112.3% | +85.2% |
| 5Y | -22.7% | -88.4% | +65.7% | -10.9% |
| All | +14.7% | -91.2% | +105.9% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling