+7.9%
SNOW vs TMUS
+40.3%
-32.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -2.0% | -4.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +6.4% | +5.3% | +1.2% | +4.9% |
| 3M | +38.1% | +3.1% | +35.0% | +36.0% |
| 6M | +100.4% | -16.5% | +116.8% | +109.9% |
| YTD | +53.7% | -9.2% | +62.9% | +55.6% |
| 1Y | +52.0% | -26.5% | +78.4% | +66.9% |
| 3Y | +114.7% | +39.0% | +75.6% | +55.4% |
| All | +7.9% | +40.3% | -32.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling