+52.0%
SNOW vs TSEM
+259.4%
-207.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.8% | -13.3% | -5.6% |
| 7D | +2.8% | +6.9% | -4.1% | +2.7% |
| 30D | +6.4% | +5.3% | +1.1% | +6.3% |
| 3M | +38.1% | -14.9% | +53.0% | +37.6% |
| 6M | +100.4% | +80.0% | +20.4% | +75.0% |
| YTD | +53.7% | +89.4% | -35.6% | +31.1% |
| 1Y | +52.0% | +253.1% | -201.1% | +5.5% |
| All | +52.0% | +259.4% | -207.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling