+29.8%
SNOW vs TSEM
+1,007.9%
-978.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.4% |
| 7D | -7.5% | +0.9% | -8.4% | -7.9% |
| 30D | -1.3% | -16.6% | +15.3% | +2.4% |
| 3M | +37.4% | -10.9% | +48.3% | +35.9% |
| 6M | +88.1% | +78.0% | +10.0% | +39.7% |
| YTD | +50.3% | +77.2% | -26.9% | +9.8% |
| 1Y | +46.0% | +207.6% | -161.6% | -15.1% |
| 3Y | +98.7% | +637.8% | -539.2% | -22.3% |
| 5Y | +3.5% | +617.0% | -613.5% | -59.6% |
| All | +29.8% | +1,007.9% | -978.1% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling