+46.0%
SNOW vs TSEM
+220.1%
-174.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.5% |
| 7D | -7.5% | +0.9% | -8.4% | -7.5% |
| 30D | -1.3% | -16.6% | +15.3% | -0.8% |
| 3M | +37.4% | -10.9% | +48.3% | +36.6% |
| 6M | +88.1% | +78.0% | +10.0% | +62.7% |
| YTD | +50.3% | +77.2% | -26.9% | +28.2% |
| 1Y | +46.0% | +207.6% | -161.6% | -2.3% |
| All | +46.0% | +220.1% | -174.1% | -2.3% |
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 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