+9.5%
SNOW vs TLN
-17.6%
+27.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.5% | +7.0% | -0.6% |
| 7D | -14.5% | -6.0% | -8.5% | -14.0% |
| 30D | -14.3% | -1.5% | -12.7% | -14.0% |
| 3M | -8.3% | -3.9% | -4.4% | -7.9% |
| 6M | +101.5% | -15.0% | +116.6% | +102.9% |
| YTD | +32.5% | -12.8% | +45.3% | +30.1% |
| 1Y | +9.5% | -17.3% | +26.8% | +8.2% |
| All | +9.5% | -17.6% | +27.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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