+32.1%
SNOW vs TRI
+40.7%
-8.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +3.7% |
| 7D | +4.9% | -7.1% | +12.0% | +10.2% |
| 30D | +1.5% | -2.3% | +3.8% | +2.9% |
| 3M | +39.5% | +19.6% | +20.0% | +19.6% |
| 6M | +85.9% | -8.7% | +94.6% | +90.8% |
| YTD | +52.9% | -22.3% | +75.2% | +75.3% |
| 1Y | +48.1% | -40.7% | +88.8% | +106.0% |
| 3Y | +102.2% | -17.8% | +119.9% | +96.1% |
| 5Y | +5.5% | -8.5% | +14.0% | -13.6% |
| All | +32.1% | +40.7% | -8.5% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling