-26.1%
SNOW vs TMF
-88.6%
+62.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | +5.5% | -9.3% | +14.7% | +6.5% |
| 30D | -13.2% | +1.9% | -15.1% | -13.5% |
| 3M | -13.7% | -11.2% | -2.5% | -12.8% |
| 6M | +91.0% | -17.7% | +108.7% | +94.4% |
| YTD | +32.7% | -24.5% | +57.1% | +36.1% |
| 1Y | +13.3% | -29.4% | +42.7% | +17.1% |
| 3Y | +83.4% | -33.4% | +116.8% | +83.7% |
| All | -26.1% | -88.6% | +62.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling