+29.8%
SNOW vs TRV
+268.1%
-238.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -7.5% | -1.5% | -6.0% | -7.3% |
| 30D | -1.3% | -1.8% | +0.5% | -1.1% |
| 3M | +37.4% | +21.6% | +15.9% | +34.3% |
| 6M | +88.1% | +22.5% | +65.6% | +83.4% |
| YTD | +50.3% | +28.1% | +22.2% | +45.4% |
| 1Y | +46.0% | +37.0% | +9.0% | +39.6% |
| 3Y | +98.7% | +141.9% | -43.2% | +79.7% |
| 5Y | +3.5% | +158.5% | -155.0% | -8.8% |
| All | +29.8% | +268.1% | -238.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling