+91.5%
SNOW vs TLN
+602.5%
-511.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +4.9% | +10.9% | -6.0% | +2.6% |
| 30D | +1.5% | -6.3% | +7.8% | +2.6% |
| 3M | +39.5% | -10.7% | +50.2% | +41.1% |
| 6M | +85.9% | +1.6% | +84.3% | +79.2% |
| YTD | +52.9% | -13.1% | +66.0% | +52.3% |
| 1Y | +48.1% | -15.1% | +63.2% | +47.7% |
| 3Y | +102.2% | +495.0% | -392.8% | +44.9% |
| All | +91.5% | +602.5% | -511.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling