+30.5%
SNOW vs TNA
+107.1%
-76.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.4% |
| 7D | +8.4% | -3.6% | +12.0% | +10.0% |
| 30D | -1.0% | -10.1% | +9.1% | +3.1% |
| 3M | +38.3% | +2.7% | +35.6% | +35.4% |
| 6M | +81.3% | +38.4% | +42.9% | +52.9% |
| YTD | +51.1% | +45.4% | +5.7% | +24.1% |
| 1Y | +47.0% | +55.9% | -9.0% | +14.9% |
| 3Y | +99.7% | +109.8% | -10.1% | +18.4% |
| 5Y | +3.6% | -22.5% | +26.1% | -16.5% |
| All | +30.5% | +107.1% | -76.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling