+52.0%
SNOW vs TOST
-20.0%
+72.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | -3.4% | +6.2% | +4.5% |
| 30D | +6.4% | -2.4% | +8.9% | +7.2% |
| 3M | +38.1% | +34.6% | +3.5% | +16.9% |
| 6M | +100.4% | +15.2% | +85.2% | +80.8% |
| YTD | +53.7% | -4.4% | +58.1% | +42.8% |
| 1Y | +52.0% | -17.4% | +69.4% | +49.5% |
| All | +52.0% | -20.0% | +72.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling