+32.1%
SNOW vs TRV
+265.0%
-232.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +1.5% | -4.9% | +6.4% | +2.0% |
| 3M | +39.5% | +23.7% | +15.8% | +36.1% |
| 6M | +85.9% | +20.3% | +65.6% | +81.7% |
| YTD | +52.9% | +27.1% | +25.9% | +48.1% |
| 1Y | +48.1% | +35.3% | +12.8% | +41.8% |
| 3Y | +102.2% | +139.8% | -37.6% | +83.0% |
| 5Y | +5.5% | +153.9% | -148.4% | -7.0% |
| All | +32.1% | +265.0% | -232.8% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling