+32.8%
SNOW vs TSN
-5.5%
+38.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.4% |
| 7D | +2.8% | -6.3% | +9.1% | +2.7% |
| 30D | +6.4% | -10.8% | +17.2% | +6.5% |
| 3M | +38.1% | -8.8% | +46.8% | +38.1% |
| 6M | +100.4% | -16.8% | +117.2% | +99.7% |
| YTD | +53.7% | -10.0% | +63.7% | +51.8% |
| 1Y | +52.0% | -5.3% | +57.2% | +49.0% |
| 3Y | +114.7% | +8.5% | +106.1% | +102.1% |
| 5Y | +8.8% | -22.9% | +31.7% | +14.9% |
| All | +32.8% | -5.5% | +38.3% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling