+32.8%
SNOW vs TRGP
+2,048.7%
-2,015.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +6.4% | +11.5% | -5.1% | +2.4% |
| 3M | +38.1% | +9.0% | +29.1% | +33.2% |
| 6M | +100.4% | +20.5% | +79.9% | +85.6% |
| YTD | +53.7% | +59.5% | -5.8% | +28.0% |
| 1Y | +52.0% | +77.9% | -26.0% | +20.2% |
| 3Y | +114.7% | +253.6% | -138.9% | +31.1% |
| 5Y | +8.8% | +615.5% | -606.7% | -47.1% |
| All | +32.8% | +2,048.7% | -2,015.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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