+83.4%
SNOW vs TMF
-32.2%
+115.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | +5.5% | -9.3% | +14.7% | +5.5% |
| 30D | -13.2% | +1.9% | -15.1% | -13.3% |
| 3M | -13.7% | -11.2% | -2.5% | -13.7% |
| 6M | +91.0% | -17.7% | +108.7% | +91.1% |
| YTD | +32.7% | -24.5% | +57.1% | +32.8% |
| 1Y | +13.3% | -29.4% | +42.7% | +13.3% |
| 3Y | +83.4% | -33.4% | +116.8% | +87.1% |
| All | +83.4% | -32.2% | +115.6% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling