-26.1%
SNOW vs TSEM
+297.9%
-323.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.4% | -1.1% |
| 7D | +5.5% | +7.0% | -1.5% | +3.9% |
| 30D | -13.2% | -29.8% | +16.6% | -7.1% |
| 3M | -13.7% | -41.9% | +28.2% | -5.1% |
| 6M | +91.0% | -45.8% | +136.7% | +105.9% |
| YTD | +32.7% | +25.1% | +7.6% | +5.7% |
| 1Y | +13.3% | +48.2% | -35.0% | -15.5% |
| 3Y | +83.4% | +476.5% | -393.1% | -20.4% |
| All | -26.1% | +297.9% | -323.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling