+52.0%
SNOW vs TSLQ
-50.5%
+102.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +12.0% | -17.4% | -3.6% |
| 7D | +2.8% | -5.8% | +8.6% | +2.8% |
| 30D | +6.4% | -22.1% | +28.5% | +4.4% |
| 3M | +38.1% | +10.1% | +28.0% | +43.2% |
| 6M | +100.4% | -6.8% | +107.2% | +103.5% |
| YTD | +53.7% | +8.5% | +45.2% | +60.7% |
| 1Y | +52.0% | -49.7% | +101.7% | +62.5% |
| All | +52.0% | -50.5% | +102.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling