+16.5%
SNOW vs TMUS
+52.8%
-36.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.2% | +9.5% | -9.3% | -1.4% |
| 30D | -19.8% | +13.8% | -33.6% | -22.2% |
| 3M | -11.6% | -4.6% | -7.1% | -11.2% |
| 6M | +94.0% | -11.7% | +105.7% | +97.9% |
| YTD | +34.8% | -15.4% | +50.2% | +38.0% |
| 1Y | +10.1% | -16.1% | +26.3% | +13.0% |
| 3Y | +84.4% | +20.5% | +63.9% | +47.7% |
| 5Y | -18.1% | +48.7% | -66.8% | -41.5% |
| All | +16.5% | +52.8% | -36.3% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling