+32.1%
SNOW vs TW
+93.8%
-61.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +1.3% |
| 7D | +4.9% | -3.5% | +8.4% | +7.2% |
| 30D | +1.5% | +0.5% | +1.0% | +1.2% |
| 3M | +39.5% | +4.9% | +34.6% | +33.4% |
| 6M | +85.9% | -17.1% | +103.0% | +105.6% |
| YTD | +52.9% | -3.9% | +56.8% | +52.4% |
| 1Y | +48.1% | -13.3% | +61.4% | +57.2% |
| 3Y | +102.2% | +20.9% | +81.3% | +52.9% |
| 5Y | +5.5% | +20.5% | -15.0% | -21.5% |
| All | +32.1% | +93.8% | -61.7% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling