+17.6%
SNOW vs TMF
-91.9%
+109.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.4% |
| 7D | +10.8% | -8.2% | +19.0% | +11.8% |
| 30D | -16.5% | +5.3% | -21.9% | -17.1% |
| 3M | -10.1% | -8.5% | -1.6% | -9.4% |
| 6M | +96.5% | -17.2% | +113.7% | +100.0% |
| YTD | +36.2% | -23.4% | +59.6% | +39.6% |
| 1Y | +10.7% | -30.2% | +41.0% | +14.7% |
| 3Y | +86.2% | -32.9% | +119.2% | +87.2% |
| 5Y | -22.7% | -88.5% | +65.8% | -10.9% |
| All | +17.6% | -91.9% | +109.5% | +25.7% |
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