-22.7%
SNOW vs TSN
-16.4%
-6.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | +10.8% | -1.4% | +12.2% | +10.8% |
| 30D | -16.5% | +10.2% | -26.7% | -16.4% |
| 3M | -10.1% | +7.2% | -17.3% | -10.0% |
| 6M | +96.5% | -10.6% | +107.1% | +97.9% |
| YTD | +36.2% | +3.7% | +32.4% | +34.3% |
| 1Y | +10.7% | +13.5% | -2.8% | +7.7% |
| 3Y | +86.2% | +40.1% | +46.1% | +67.2% |
| 5Y | -22.7% | -14.5% | -8.3% | -19.6% |
| All | -22.7% | -16.4% | -6.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling