+32.8%
SNOW vs TMF
-91.1%
+123.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.0% |
| 30D | +6.4% | -2.8% | +9.3% | +6.7% |
| 3M | +38.1% | -10.9% | +49.0% | +39.6% |
| 6M | +100.4% | -21.3% | +121.7% | +105.3% |
| YTD | +53.7% | -15.9% | +69.6% | +56.2% |
| 1Y | +52.0% | -15.7% | +67.7% | +54.2% |
| 3Y | +114.7% | -43.4% | +158.0% | +122.0% |
| 5Y | +8.8% | -87.8% | +96.5% | +24.3% |
| All | +32.8% | -91.1% | +123.9% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling