+86.2%
SNOW vs TLN
+563.3%
-477.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +4.0% |
| 7D | +0.2% | +9.1% | -8.9% | -1.8% |
| 30D | -21.1% | -4.1% | -17.0% | -20.5% |
| 3M | -11.9% | +4.4% | -16.3% | -13.3% |
| 6M | +91.0% | -6.0% | +97.0% | +90.0% |
| YTD | +32.7% | -3.1% | +35.8% | +28.6% |
| 1Y | +10.8% | -6.1% | +16.8% | +7.9% |
| 3Y | +86.2% | +575.3% | -489.1% | +32.1% |
| All | +86.2% | +563.3% | -477.0% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling