+111.6%
SNOW vs TMF
-42.2%
+153.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | +6.4% | -2.8% | +9.3% | +6.5% |
| 3M | +38.1% | -10.9% | +49.0% | +38.6% |
| 6M | +100.4% | -21.3% | +121.7% | +102.1% |
| YTD | +53.7% | -15.9% | +69.6% | +54.6% |
| 1Y | +52.0% | -15.7% | +67.7% | +52.7% |
| All | +111.6% | -42.2% | +153.8% | +117.9% |
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