+125.0%
SNOW vs TSLQ
-97.2%
+222.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.4% |
| 7D | -2.4% | -6.6% | +4.2% | -3.6% |
| 30D | -1.0% | -24.3% | +23.3% | -4.6% |
| 3M | +36.9% | -3.6% | +40.5% | +40.2% |
| 6M | +83.4% | -12.0% | +95.3% | +87.7% |
| YTD | +50.0% | +1.4% | +48.6% | +59.7% |
| 1Y | +46.5% | -43.6% | +90.1% | +43.6% |
| 3Y | +93.3% | -95.4% | +188.7% | +50.9% |
| All | +125.0% | -97.2% | +222.2% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling