+93.8%
SNOW vs TSLQ
-95.5%
+189.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.2% |
| 7D | -7.5% | +5.7% | -13.2% | -6.6% |
| 30D | -1.3% | -21.1% | +19.8% | -3.5% |
| 3M | +37.4% | -11.5% | +49.0% | +38.4% |
| 6M | +88.1% | -14.9% | +103.0% | +90.7% |
| YTD | +50.3% | +2.4% | +47.9% | +58.0% |
| 1Y | +46.0% | -49.8% | +95.8% | +42.0% |
| All | +93.8% | -95.5% | +189.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling