+411.0%
TSM vs SNOW
+103.1%
+307.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +6.0% | +4.9% | +1.1% | +4.9% |
| 30D | +4.5% | +1.5% | +3.0% | +3.9% |
| 3M | +3.1% | +39.5% | -36.4% | -3.1% |
| 6M | +30.2% | +85.9% | -55.7% | +14.5% |
| YTD | +45.2% | +52.9% | -7.7% | +32.9% |
| 1Y | +79.6% | +48.1% | +31.4% | +65.2% |
| 3Y | +411.0% | +102.2% | +308.8% | +311.7% |
| All | +411.0% | +103.1% | +307.9% | +311.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling