-22.7%
SNOW vs TOST
-30.2%
+7.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | +10.8% | -4.7% | +15.5% | +13.4% |
| 30D | -16.5% | +8.5% | -25.0% | -20.4% |
| 3M | -10.1% | -1.6% | -8.5% | -10.6% |
| 6M | +96.5% | +44.1% | +52.4% | +60.9% |
| YTD | +36.2% | -5.6% | +41.8% | +36.5% |
| 1Y | +10.7% | -12.6% | +23.3% | +14.8% |
| 3Y | +86.2% | +137.6% | -51.3% | +3.0% |
| 5Y | -22.7% | -30.4% | +7.6% | -31.2% |
| All | -22.7% | -30.2% | +7.4% | -31.2% |
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