+5.5%
SNOW vs TTD
-81.3%
+86.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +1.5% | +1.6% | -0.1% | +0.6% |
| 3M | +39.5% | -27.8% | +67.4% | +55.6% |
| 6M | +85.9% | -52.1% | +138.0% | +144.0% |
| YTD | +52.9% | -63.1% | +116.0% | +123.5% |
| 1Y | +48.1% | -73.1% | +121.2% | +145.5% |
| 3Y | +102.2% | -83.3% | +185.5% | +239.9% |
| 5Y | +5.5% | -80.6% | +86.1% | +54.0% |
| All | +5.5% | -81.3% | +86.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling