+3.3%
SNOW vs TNA
-23.3%
+26.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.4% | -7.3% | +4.8% | +0.7% |
| 30D | -1.0% | -14.2% | +13.2% | +5.4% |
| 3M | +36.9% | -4.6% | +41.4% | +38.3% |
| 6M | +83.4% | +36.9% | +46.4% | +53.2% |
| YTD | +50.0% | +42.5% | +7.4% | +22.1% |
| 1Y | +46.5% | +45.8% | +0.8% | +15.6% |
| 3Y | +93.3% | +104.7% | -11.3% | +8.2% |
| All | +3.3% | -23.3% | +26.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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