+46.5%
SNOW vs TMO
+27.4%
+19.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -1.0% | +1.1% | -2.1% | -1.7% |
| 3M | +36.9% | +28.3% | +8.5% | +15.2% |
| 6M | +83.4% | +23.3% | +60.1% | +57.1% |
| YTD | +50.0% | +5.5% | +44.5% | +37.9% |
| 1Y | +46.5% | +24.5% | +22.0% | +33.6% |
| All | +46.5% | +27.4% | +19.2% | +33.6% |
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