+46.0%
SNOW vs TSN
-2.3%
+48.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | +0.3% |
| 7D | -7.5% | +1.4% | -8.9% | -6.8% |
| 30D | -1.3% | -6.2% | +4.8% | -4.3% |
| 3M | +37.4% | -5.7% | +43.1% | +34.3% |
| 6M | +88.1% | -11.4% | +99.4% | +69.3% |
| YTD | +50.3% | -8.2% | +58.5% | +38.6% |
| 1Y | +46.0% | -2.0% | +48.0% | +31.4% |
| All | +46.0% | -2.3% | +48.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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