+47.0%
SNOW vs TMUS
-25.3%
+72.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.6% |
| 7D | +8.4% | -5.3% | +13.7% | +7.2% |
| 30D | -1.0% | +0.1% | -1.1% | -0.8% |
| 3M | +38.3% | -0.6% | +38.9% | +39.1% |
| 6M | +81.3% | -17.5% | +98.8% | +67.9% |
| YTD | +51.1% | -11.3% | +62.4% | +46.8% |
| 1Y | +47.0% | -25.4% | +72.4% | +18.8% |
| All | +47.0% | -25.3% | +72.3% | +18.8% |
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