+84.4%
TSM vs SNOW
+51.4%
+33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +3.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.4% |
| 30D | +3.6% | +6.4% | -2.8% | +3.0% |
| 3M | -3.4% | +38.1% | -41.5% | -5.7% |
| 6M | +20.6% | +100.4% | -79.8% | +15.2% |
| YTD | +41.9% | +53.7% | -11.8% | +45.2% |
| 1Y | +84.4% | +52.0% | +32.4% | +96.4% |
| All | +84.4% | +51.4% | +33.0% | +96.4% |
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