+83.4%
SNOW vs TTMI
+421.7%
-338.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.2% |
| 7D | +5.5% | +11.4% | -5.9% | +4.0% |
| 30D | -13.2% | -28.3% | +15.1% | -10.7% |
| 3M | -13.7% | -46.7% | +32.9% | -9.2% |
| 6M | +91.0% | -56.1% | +147.1% | +100.9% |
| YTD | +32.7% | +7.4% | +25.3% | +10.7% |
| 1Y | +13.3% | +17.4% | -4.1% | -9.6% |
| 3Y | +83.4% | +429.1% | -345.8% | -22.4% |
| All | +83.4% | +421.7% | -338.3% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling