-18.4%
SNOW vs TOST
-28.9%
+10.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.5% |
| 7D | +3.7% | -3.6% | +7.2% | +5.5% |
| 30D | -16.4% | +8.9% | -25.3% | -20.5% |
| 3M | -9.9% | -2.2% | -7.6% | -10.0% |
| 6M | +98.8% | +41.0% | +57.9% | +64.5% |
| YTD | +37.3% | -4.0% | +41.3% | +36.5% |
| 1Y | +11.0% | -9.6% | +20.6% | +13.3% |
| 3Y | +87.8% | +141.7% | -53.9% | +3.0% |
| 5Y | -18.4% | -29.5% | +11.1% | -27.6% |
| All | -18.4% | -28.9% | +10.5% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling