+5.5%
SNOW vs TRMB
-37.5%
+43.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.5% |
| 7D | +4.9% | -0.3% | +5.2% | +5.4% |
| 30D | +1.5% | -1.2% | +2.7% | +2.4% |
| 3M | +39.5% | +9.6% | +29.9% | +27.5% |
| 6M | +85.9% | -16.1% | +102.0% | +112.8% |
| YTD | +52.9% | -25.0% | +77.9% | +92.3% |
| 1Y | +48.1% | -27.7% | +75.8% | +90.7% |
| 3Y | +102.2% | +15.3% | +86.9% | +60.7% |
| 5Y | +5.5% | -37.4% | +42.9% | +61.9% |
| All | +5.5% | -37.5% | +43.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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