+29.8%
SNOW vs TTWO
+34.9%
-5.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -2.3% |
| 7D | -7.5% | +1.3% | -8.8% | -8.3% |
| 30D | -1.3% | -13.4% | +12.1% | +7.5% |
| 3M | +37.4% | +3.1% | +34.4% | +32.4% |
| 6M | +88.1% | +3.8% | +84.3% | +80.5% |
| YTD | +50.3% | -15.3% | +65.6% | +64.2% |
| 1Y | +46.0% | -11.1% | +57.1% | +53.6% |
| 3Y | +98.7% | +52.0% | +46.7% | +42.9% |
| 5Y | +3.5% | +40.9% | -37.4% | -24.0% |
| All | +29.8% | +34.9% | -5.0% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling