+341.5%
TSM vs SNOW
+82.5%
+258.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.4% |
| 30D | -14.3% | -21.1% | +6.8% | -10.8% |
| 3M | -7.2% | -11.9% | +4.7% | -5.5% |
| 6M | -5.1% | +91.0% | -96.1% | -17.1% |
| YTD | +28.9% | +32.7% | -3.8% | +21.1% |
| 1Y | +37.1% | +10.8% | +26.3% | +34.4% |
| 3Y | +341.5% | +86.2% | +255.3% | +259.4% |
| All | +341.5% | +82.5% | +258.9% | +259.4% |
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 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