+18.6%
SNOW vs TTD
-64.1%
+82.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.4% |
| 7D | +3.7% | +20.8% | -17.1% | -4.1% |
| 30D | -16.4% | +33.8% | -50.2% | -26.0% |
| 3M | -9.9% | +17.8% | -27.7% | -16.5% |
| 6M | +98.8% | -25.7% | +124.6% | +115.3% |
| YTD | +37.3% | -57.9% | +95.2% | +85.4% |
| 1Y | +11.0% | -63.8% | +74.9% | +59.2% |
| 3Y | +87.8% | -75.0% | +162.8% | +161.5% |
| 5Y | -18.4% | -82.5% | +64.1% | +19.0% |
| All | +18.6% | -64.1% | +82.7% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling