-12.4%
SNOW vs TOST
-46.9%
+34.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.0% |
| 7D | -9.9% | +9.4% | -19.3% | -14.0% |
| 30D | -17.1% | +13.5% | -30.6% | -22.5% |
| 3M | -13.2% | -0.1% | -13.1% | -14.3% |
| 6M | +97.4% | +22.5% | +75.0% | +74.9% |
| YTD | +25.8% | -2.4% | +28.1% | +24.2% |
| 1Y | +4.2% | -4.7% | +8.9% | +3.7% |
| 3Y | +91.3% | +103.2% | -11.9% | +18.3% |
| 5Y | -24.4% | -41.2% | +16.9% | -39.0% |
| All | -12.4% | -46.9% | +34.4% | -27.9% |
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