+89.2%
SNOW vs TLN
+589.3%
-500.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +8.4% | +5.8% | +2.5% | +7.1% |
| 30D | -1.0% | -6.9% | +5.9% | +0.2% |
| 3M | +38.3% | -10.9% | +49.2% | +39.8% |
| 6M | +81.3% | -4.6% | +85.9% | +77.6% |
| YTD | +51.1% | -14.7% | +65.8% | +51.1% |
| 1Y | +47.0% | -17.9% | +64.9% | +47.7% |
| 3Y | +99.7% | +483.9% | -384.1% | +43.8% |
| All | +89.2% | +589.3% | -500.1% | +24.7% |
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