+94.8%
SNOW vs TSN
+10.3%
+84.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.5% |
| 7D | +8.4% | -7.3% | +15.7% | +6.5% |
| 30D | -1.0% | -8.6% | +7.7% | -2.9% |
| 3M | +38.3% | -7.5% | +45.8% | +36.1% |
| 6M | +81.3% | -14.1% | +95.4% | +73.8% |
| YTD | +51.1% | -9.4% | +60.5% | +45.7% |
| 1Y | +47.0% | -4.1% | +51.0% | +42.3% |
| All | +94.8% | +10.3% | +84.5% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling