+29.8%
SNOW vs TMO
+39.6%
-9.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -7.5% | -2.5% | -5.0% | -6.0% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +37.4% | +25.3% | +12.2% | +17.1% |
| 6M | +88.1% | +20.9% | +67.2% | +64.2% |
| YTD | +50.3% | +4.3% | +46.0% | +44.4% |
| 1Y | +46.0% | +27.0% | +19.0% | +22.1% |
| 3Y | +98.7% | +17.5% | +81.2% | +67.8% |
| 5Y | +3.5% | +6.9% | -3.4% | -6.5% |
| All | +29.8% | +39.6% | -9.8% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling