+29.6%
SNOW vs TTWO
+33.9%
-4.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -1.0% | -11.3% | +10.3% | +6.3% |
| 3M | +36.9% | +1.6% | +35.3% | +33.1% |
| 6M | +83.4% | +2.1% | +81.3% | +77.8% |
| YTD | +50.0% | -15.8% | +65.8% | +64.6% |
| 1Y | +46.5% | -12.6% | +59.1% | +55.9% |
| 3Y | +93.3% | +48.2% | +45.1% | +41.3% |
| 5Y | +3.3% | +40.0% | -36.7% | -23.9% |
| All | +29.6% | +33.9% | -4.4% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling