+36.0%
TSM vs SNOW
+7.5%
+28.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -10.0% | -14.5% | +4.6% | -8.9% |
| 30D | -18.5% | -14.3% | -4.3% | -17.7% |
| 3M | -4.9% | -8.3% | +3.4% | -4.3% |
| 6M | -1.0% | +101.5% | -102.5% | -4.6% |
| YTD | +31.3% | +32.5% | -1.2% | +36.5% |
| 1Y | +36.0% | +9.5% | +26.5% | +47.7% |
| All | +36.0% | +7.5% | +28.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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