+46.0%
SNOW vs TTD
-72.9%
+118.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -7.5% | -7.4% | -0.1% | -5.8% |
| 30D | -1.3% | +3.0% | -4.3% | -1.9% |
| 3M | +37.4% | -27.6% | +65.0% | +46.5% |
| 6M | +88.1% | -49.5% | +137.6% | +120.8% |
| YTD | +50.3% | -63.2% | +113.5% | +86.8% |
| 1Y | +46.0% | -69.7% | +115.7% | +90.3% |
| All | +46.0% | -72.9% | +118.9% | +90.3% |
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