+32.8%
SNOW vs TTMI
+991.2%
-958.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.3% | -7.0% |
| 7D | +2.8% | +5.9% | -3.1% | +1.6% |
| 30D | +6.4% | -4.3% | +10.7% | +6.7% |
| 3M | +38.1% | -32.0% | +70.1% | +45.0% |
| 6M | +100.4% | +19.5% | +80.9% | +75.8% |
| YTD | +53.7% | +82.0% | -28.3% | +15.5% |
| 1Y | +52.0% | +172.6% | -120.7% | -4.3% |
| 3Y | +114.7% | +744.7% | -630.0% | -17.1% |
| 5Y | +8.8% | +805.6% | -796.8% | -61.6% |
| All | +32.8% | +991.2% | -958.4% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling