+52.0%
SNOW vs TW
-15.9%
+67.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.0% |
| 30D | +6.4% | +3.9% | +2.5% | +6.0% |
| 3M | +38.1% | +5.7% | +32.4% | +36.1% |
| 6M | +100.4% | -14.5% | +114.9% | +108.5% |
| YTD | +53.7% | -0.9% | +54.6% | +58.2% |
| 1Y | +52.0% | -13.5% | +65.5% | +46.5% |
| All | +52.0% | -15.9% | +67.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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