+477.9%
TSM vs SNOW
+35.3%
+442.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +4.8% | +8.4% | -3.6% | +2.8% |
| 30D | +4.0% | -1.0% | +5.0% | +3.8% |
| 3M | +2.0% | +38.3% | -36.3% | -4.8% |
| 6M | +25.5% | +81.3% | -55.8% | +8.6% |
| YTD | +44.0% | +51.1% | -7.1% | +28.8% |
| 1Y | +75.4% | +47.0% | +28.5% | +57.5% |
| 3Y | +406.7% | +99.7% | +307.0% | +307.8% |
| 5Y | +285.0% | +3.6% | +281.4% | +225.0% |
| All | +477.9% | +35.3% | +442.6% | +350.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling