+48.1%
SNOW vs TPR
+12.7%
+35.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.5% |
| 7D | +4.9% | -3.4% | +8.3% | +4.9% |
| 30D | +1.5% | -27.3% | +28.8% | +1.8% |
| 3M | +39.5% | -16.2% | +55.8% | +39.6% |
| 6M | +85.9% | -17.9% | +103.8% | +84.1% |
| YTD | +52.9% | -7.1% | +60.1% | +51.1% |
| 1Y | +48.1% | +13.6% | +34.5% | +41.7% |
| All | +48.1% | +12.7% | +35.4% | +41.7% |
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