+3.5%
SNOW vs TRI
-11.1%
+14.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -7.5% | -14.4% | +6.9% | +2.1% |
| 30D | -1.3% | -8.1% | +6.8% | +4.1% |
| 3M | +37.4% | +17.5% | +19.9% | +18.5% |
| 6M | +88.1% | -5.0% | +93.0% | +87.5% |
| YTD | +50.3% | -24.7% | +75.0% | +77.2% |
| 1Y | +46.0% | -41.5% | +87.5% | +108.3% |
| 3Y | +98.7% | -20.3% | +119.0% | +87.4% |
| 5Y | +3.5% | -10.9% | +14.4% | -19.3% |
| All | +3.5% | -11.1% | +14.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling