+52.0%
SNOW vs TTWO
-10.0%
+61.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | -8.8% | +11.6% | +7.7% |
| 30D | +6.4% | -8.6% | +15.0% | +11.1% |
| 3M | +38.1% | -0.9% | +39.0% | +35.1% |
| 6M | +100.4% | -0.5% | +100.9% | +92.2% |
| YTD | +53.7% | -16.1% | +69.9% | +54.3% |
| 1Y | +52.0% | -10.8% | +62.7% | +49.6% |
| All | +52.0% | -10.0% | +61.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling