+9.5%
SNOW vs TPR
+20.9%
-11.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.3% |
| 7D | -14.5% | +12.6% | -27.2% | -13.9% |
| 30D | -14.3% | +7.1% | -21.4% | -13.9% |
| 3M | -8.3% | -19.4% | +11.1% | -8.6% |
| 6M | +101.5% | -9.7% | +111.2% | +99.9% |
| YTD | +32.5% | -1.0% | +33.5% | +32.5% |
| 1Y | +9.5% | +19.3% | -9.8% | +10.1% |
| All | +9.5% | +20.9% | -11.4% | +10.1% |
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