+32.1%
SNOW vs TPR
+655.7%
-623.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.0% |
| 7D | +4.9% | -3.4% | +8.3% | +6.3% |
| 30D | +1.5% | -27.3% | +28.8% | +14.1% |
| 3M | +39.5% | -16.2% | +55.8% | +46.9% |
| 6M | +85.9% | -17.9% | +103.8% | +94.2% |
| YTD | +52.9% | -7.1% | +60.1% | +49.6% |
| 1Y | +48.1% | +13.6% | +34.5% | +30.2% |
| 3Y | +102.2% | +293.7% | -191.6% | -10.3% |
| 5Y | +5.5% | +239.1% | -233.6% | -51.7% |
| All | +32.1% | +655.7% | -623.6% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling