+17.6%
SNOW vs TRMB
+6.2%
+11.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | 0.0% |
| 7D | +10.8% | +4.1% | +6.7% | +7.5% |
| 30D | -16.5% | -7.0% | -9.5% | -13.8% |
| 3M | -10.1% | -0.9% | -9.2% | -12.1% |
| 6M | +96.5% | -1.2% | +97.7% | +90.6% |
| YTD | +36.2% | -28.7% | +64.9% | +72.1% |
| 1Y | +10.7% | -32.1% | +42.8% | +45.1% |
| 3Y | +86.2% | +33.4% | +52.8% | +29.9% |
| 5Y | -22.7% | -35.6% | +12.9% | +4.5% |
| All | +17.6% | +6.2% | +11.4% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling