+4.1%
SNOW vs TW
+20.2%
-16.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +8.4% | -0.5% | +8.9% | +8.8% |
| 30D | -1.0% | -0.6% | -0.4% | -0.6% |
| 3M | +38.3% | +3.4% | +34.9% | +33.4% |
| 6M | +81.3% | -18.4% | +99.7% | +103.3% |
| YTD | +51.1% | -3.9% | +55.0% | +50.6% |
| 1Y | +47.0% | -13.3% | +60.3% | +56.5% |
| 3Y | +99.7% | +20.8% | +78.9% | +44.9% |
| All | +4.1% | +20.2% | -16.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling