+52.0%
SNOW vs TPR
+18.2%
+33.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +2.8% | -2.7% | +5.5% | +2.8% |
| 30D | +6.4% | -23.3% | +29.7% | +6.6% |
| 3M | +38.1% | -12.8% | +50.9% | +38.1% |
| 6M | +100.4% | -21.7% | +122.1% | +99.9% |
| YTD | +53.7% | -3.9% | +57.6% | +52.1% |
| 1Y | +52.0% | +16.9% | +35.0% | +47.0% |
| All | +52.0% | +18.2% | +33.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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