-7.7%
SNOW vs TOST
-46.9%
+39.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -4.2% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | -13.2% | +16.2% | -29.3% | -19.9% |
| 3M | -13.7% | -1.5% | -12.2% | -14.2% |
| 6M | +91.0% | +55.3% | +35.7% | +52.0% |
| YTD | +32.7% | -2.3% | +35.0% | +30.8% |
| 1Y | +13.3% | -5.5% | +18.8% | +13.0% |
| 3Y | +83.4% | +151.1% | -67.8% | +2.1% |
| 5Y | -24.7% | -27.9% | +3.2% | -41.5% |
| All | -7.7% | -46.9% | +39.2% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling