+92.4%
SNOW vs TLN
+583.6%
-491.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.8% | -9.2% | -6.2% |
| 7D | +2.8% | +7.1% | -4.3% | +1.3% |
| 30D | +6.4% | -3.9% | +10.3% | +7.0% |
| 3M | +38.1% | -16.2% | +54.2% | +41.6% |
| 6M | +100.4% | -5.8% | +106.2% | +96.7% |
| YTD | +53.7% | -15.4% | +69.1% | +54.0% |
| 1Y | +52.0% | -16.7% | +68.6% | +52.1% |
| 3Y | +114.7% | +473.8% | -359.1% | +55.1% |
| All | +92.4% | +583.6% | -491.1% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling