+469.3%
TSM vs SNOW
+37.6%
+431.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +3.9% |
| 7D | +2.7% | +2.8% | -0.1% | +1.8% |
| 30D | +3.6% | +6.4% | -2.8% | +2.0% |
| 3M | -3.4% | +38.1% | -41.5% | -9.8% |
| 6M | +20.6% | +100.4% | -79.8% | +2.1% |
| YTD | +41.9% | +53.7% | -11.8% | +26.5% |
| 1Y | +84.4% | +52.0% | +32.4% | +64.4% |
| 3Y | +380.2% | +114.7% | +265.6% | +280.8% |
| 5Y | +275.3% | +8.8% | +266.6% | +213.7% |
| All | +469.3% | +37.6% | +431.7% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling