+86.2%
SNOW vs TTD
-81.3%
+167.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.5% | -9.9% | +1.4% |
| 7D | +0.2% | +19.0% | -18.8% | -4.5% |
| 30D | -21.1% | +23.6% | -44.7% | -25.5% |
| 3M | -11.9% | +8.2% | -20.1% | -14.2% |
| 6M | +91.0% | -35.3% | +126.3% | +109.6% |
| YTD | +32.7% | -60.7% | +93.4% | +65.5% |
| 1Y | +10.8% | -65.3% | +76.0% | +42.5% |
| 3Y | +86.2% | -80.6% | +166.8% | +140.7% |
| All | +86.2% | -81.3% | +167.5% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling