+30.5%
SNOW vs TTD
-68.8%
+99.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +8.4% | -4.6% | +13.0% | +10.7% |
| 30D | -1.0% | +3.7% | -4.6% | -2.6% |
| 3M | +38.3% | -30.2% | +68.5% | +55.7% |
| 6M | +81.3% | -51.4% | +132.7% | +133.6% |
| YTD | +51.1% | -63.4% | +114.5% | +117.7% |
| 1Y | +47.0% | -73.5% | +120.5% | +139.2% |
| 3Y | +99.7% | -83.5% | +183.2% | +233.1% |
| 5Y | +3.6% | -80.9% | +84.5% | +49.0% |
| All | +30.5% | -68.8% | +99.3% | +46.1% |
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