+30.5%
SNOW vs TMUS
+60.2%
-29.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +8.4% | -5.3% | +13.7% | +10.0% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | +38.3% | -0.6% | +38.9% | +37.6% |
| 6M | +81.3% | -17.5% | +98.8% | +90.4% |
| YTD | +51.1% | -11.3% | +62.4% | +53.9% |
| 1Y | +47.0% | -25.4% | +72.4% | +59.3% |
| 3Y | +99.7% | +35.5% | +64.2% | +53.2% |
| 5Y | +3.6% | +41.9% | -38.3% | -24.2% |
| All | +30.5% | +60.2% | -29.7% | -13.7% |
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