+66.1%
SNOW vs TLN
+710.8%
-644.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.0% |
| 7D | +5.5% | +11.0% | -5.6% | +3.1% |
| 30D | -13.2% | +4.9% | -18.1% | -14.2% |
| 3M | -13.7% | +4.9% | -18.7% | -15.2% |
| 6M | +91.0% | +7.1% | +83.9% | +84.3% |
| YTD | +32.7% | +0.3% | +32.3% | +27.6% |
| 1Y | +13.3% | +5.9% | +7.4% | +7.0% |
| 3Y | +83.4% | +578.5% | -495.1% | +26.6% |
| All | +66.1% | +710.8% | -644.7% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling