+9.5%
SNOW vs TMO
+26.9%
-17.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.2% |
| 7D | -14.5% | +0.3% | -14.8% | -14.6% |
| 30D | -14.3% | +4.3% | -18.6% | -16.6% |
| 3M | -8.3% | +25.1% | -33.4% | -22.0% |
| 6M | +101.5% | +52.9% | +48.6% | +43.3% |
| YTD | +32.5% | +22.2% | +10.3% | +11.1% |
| 1Y | +9.5% | +25.4% | -15.9% | -8.3% |
| All | +9.5% | +26.9% | -17.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling