-25.6%
SNOW vs TMF
-88.0%
+62.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -9.9% | +1.2% | -11.1% | -10.0% |
| 30D | -17.1% | +19.7% | -36.9% | -18.8% |
| 3M | -13.2% | -2.1% | -11.1% | -13.2% |
| 6M | +97.4% | -13.4% | +110.9% | +100.0% |
| YTD | +25.8% | -16.7% | +42.5% | +27.8% |
| 1Y | +4.2% | -23.3% | +27.6% | +6.9% |
| 3Y | +91.3% | -24.8% | +116.1% | +89.0% |
| All | -25.6% | -88.0% | +62.4% | -23.0% |
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 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