+52.0%
SNOW vs TTD
-73.2%
+125.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -4.4% |
| 7D | +2.8% | +6.3% | -3.5% | +1.6% |
| 30D | +6.4% | -23.9% | +30.3% | +12.4% |
| 3M | +38.1% | -31.4% | +69.5% | +49.3% |
| 6M | +100.4% | -42.7% | +143.1% | +123.7% |
| YTD | +53.7% | -62.0% | +115.7% | +85.3% |
| 1Y | +52.0% | -72.2% | +124.2% | +94.2% |
| All | +52.0% | -73.2% | +125.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling