+4.1%
SNOW vs TTMI
+812.3%
-808.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.5% |
| 7D | +8.4% | +7.5% | +0.9% | +6.9% |
| 30D | -1.0% | -4.5% | +3.5% | -0.6% |
| 3M | +38.3% | -28.5% | +66.8% | +43.4% |
| 6M | +81.3% | +28.4% | +52.9% | +57.4% |
| YTD | +51.1% | +80.1% | -29.0% | +15.1% |
| 1Y | +47.0% | +161.0% | -114.1% | -4.4% |
| 3Y | +99.7% | +862.4% | -762.7% | -23.4% |
| All | +4.1% | +812.3% | -808.2% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling