+29.6%
SNOW vs TW
+90.9%
-61.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | +0.2% |
| 30D | -1.0% | -2.3% | +1.3% | +0.4% |
| 3M | +36.9% | +2.6% | +34.3% | +32.7% |
| 6M | +83.4% | -17.5% | +100.9% | +103.3% |
| YTD | +50.0% | -5.3% | +55.3% | +50.8% |
| 1Y | +46.5% | -14.8% | +61.3% | +57.2% |
| 3Y | +93.3% | +18.8% | +74.5% | +47.8% |
| 5Y | +3.3% | +20.7% | -17.4% | -23.1% |
| All | +29.6% | +90.9% | -61.3% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling