-6.1%
SNOW vs TOST
-47.1%
+41.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +0.2% | +3.0% | -2.7% | -1.3% |
| 30D | -19.8% | +10.3% | -30.1% | -24.0% |
| 3M | -11.6% | -3.3% | -8.4% | -11.3% |
| 6M | +94.0% | +37.8% | +56.2% | +63.5% |
| YTD | +34.8% | -2.8% | +37.6% | +33.4% |
| 1Y | +10.1% | -9.6% | +19.7% | +12.4% |
| 3Y | +84.4% | +144.6% | -60.3% | +4.2% |
| 5Y | -18.1% | -31.0% | +12.9% | -35.8% |
| All | -6.1% | -47.1% | +41.0% | -22.5% |
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 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