+83.4%
SNOW vs TT
+91.4%
-8.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.2% |
| 7D | +5.5% | +4.0% | +1.4% | +4.3% |
| 30D | -13.2% | -11.3% | -1.8% | -10.3% |
| 3M | -13.7% | -12.3% | -1.5% | -10.8% |
| 6M | +91.0% | -10.8% | +101.8% | +94.9% |
| YTD | +32.7% | +8.2% | +24.5% | +21.0% |
| 1Y | +13.3% | +1.5% | +11.8% | +7.2% |
| 3Y | +83.4% | +91.5% | -8.1% | +1.0% |
| All | +83.4% | +91.4% | -8.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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