+9.5%
SNOW vs TMUS
-20.4%
+29.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -0.6% |
| 7D | -14.5% | +7.5% | -22.0% | -12.4% |
| 30D | -14.3% | -3.3% | -11.0% | -14.0% |
| 3M | -8.3% | -9.7% | +1.4% | -8.6% |
| 6M | +101.5% | -17.2% | +118.7% | +96.3% |
| YTD | +32.5% | -20.3% | +52.8% | +30.3% |
| 1Y | +9.5% | -21.2% | +30.7% | +7.9% |
| All | +9.5% | -20.4% | +29.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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