+83.4%
SNOW vs TW
+44.1%
+39.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +5.5% | +3.9% | +1.6% | +4.5% |
| 30D | -13.2% | +19.9% | -33.1% | -17.3% |
| 3M | -13.7% | +25.9% | -39.7% | -18.9% |
| 6M | +91.0% | +21.1% | +69.8% | +80.8% |
| YTD | +32.7% | +23.9% | +8.8% | +25.0% |
| 1Y | +13.3% | +21.2% | -8.0% | +7.5% |
| 3Y | +83.4% | +44.8% | +38.6% | +58.1% |
| All | +83.4% | +44.1% | +39.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling