+13.3%
SNOW vs TTD
-64.0%
+77.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -2.9% |
| 7D | +5.5% | +21.3% | -15.8% | +0.6% |
| 30D | -13.2% | +28.7% | -41.9% | -18.2% |
| 3M | -13.7% | +7.7% | -21.4% | -15.5% |
| 6M | +91.0% | -23.5% | +114.5% | +98.9% |
| YTD | +32.7% | -58.7% | +91.4% | +50.8% |
| 1Y | +13.3% | -63.4% | +76.7% | +22.1% |
| All | +13.3% | -64.0% | +77.2% | +22.1% |
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 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