+110.9%
SNOW vs TT
+124.8%
-13.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.3% | -5.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +6.4% | -7.2% | +13.6% | +8.5% |
| 3M | +38.1% | -3.0% | +41.1% | +37.9% |
| 6M | +100.4% | +1.4% | +99.0% | +93.4% |
| YTD | +53.7% | +15.9% | +37.8% | +37.8% |
| 1Y | +52.0% | +9.4% | +42.5% | +40.5% |
| All | +110.9% | +124.8% | -13.9% | +33.7% |
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