-25.6%
SNOW vs TOST
-38.4%
+12.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.0% |
| 7D | -9.9% | +9.4% | -19.3% | -14.1% |
| 30D | -17.1% | +13.5% | -30.6% | -22.6% |
| 3M | -13.2% | -0.1% | -13.1% | -14.3% |
| 6M | +97.4% | +22.5% | +75.0% | +74.3% |
| YTD | +25.8% | -2.4% | +28.1% | +24.1% |
| 1Y | +4.2% | -4.7% | +8.9% | +3.6% |
| 3Y | +91.3% | +103.2% | -11.9% | +15.9% |
| All | -25.6% | -38.4% | +12.8% | -32.5% |
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 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