+32.1%
SNOW vs TMF
-91.1%
+123.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | +1.5% | -1.8% | +3.4% | +1.7% |
| 3M | +39.5% | -8.2% | +47.8% | +40.6% |
| 6M | +85.9% | -19.5% | +105.4% | +90.0% |
| YTD | +52.9% | -16.0% | +68.9% | +55.5% |
| 1Y | +48.1% | -22.5% | +70.6% | +51.7% |
| 3Y | +102.2% | -42.3% | +144.4% | +108.5% |
| 5Y | +5.5% | -87.7% | +93.2% | +20.4% |
| All | +32.1% | -91.1% | +123.2% | +40.0% |
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