+110.9%
SNOW vs TMUS
+41.6%
+69.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -2.0% | -5.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | +6.4% | +5.3% | +1.2% | +6.6% |
| 3M | +38.1% | +3.1% | +35.0% | +38.4% |
| 6M | +100.4% | -16.5% | +116.8% | +100.2% |
| YTD | +53.7% | -9.2% | +62.9% | +53.6% |
| 1Y | +52.0% | -26.5% | +78.4% | +55.0% |
| All | +110.9% | +41.6% | +69.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling