+29.8%
SNOW vs TTMI
+962.9%
-933.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -7.5% | +6.0% | -13.5% | -8.6% |
| 30D | -1.3% | -6.4% | +5.1% | -0.6% |
| 3M | +37.4% | -28.9% | +66.4% | +43.0% |
| 6M | +88.1% | +26.9% | +61.2% | +62.5% |
| YTD | +50.3% | +77.3% | -27.0% | +13.4% |
| 1Y | +46.0% | +147.5% | -101.5% | -5.2% |
| 3Y | +98.7% | +847.6% | -749.0% | -27.0% |
| 5Y | +3.5% | +802.2% | -798.7% | -63.9% |
| All | +29.8% | +962.9% | -933.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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