+93.3%
SNOW vs TMO
+19.5%
+73.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -1.0% | +1.1% | -2.1% | -1.5% |
| 3M | +36.9% | +28.3% | +8.5% | +20.4% |
| 6M | +83.4% | +23.3% | +60.1% | +64.3% |
| YTD | +50.0% | +5.5% | +44.5% | +43.1% |
| 1Y | +46.5% | +24.5% | +22.0% | +31.1% |
| 3Y | +93.3% | +19.6% | +73.8% | +73.9% |
| All | +93.3% | +19.5% | +73.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling