+129.5%
SNOW vs TSLQ
-97.3%
+226.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -2.0% |
| 7D | +4.9% | -8.6% | +13.5% | +3.9% |
| 30D | +1.5% | -24.9% | +26.4% | -2.3% |
| 3M | +39.5% | -1.5% | +41.1% | +43.7% |
| 6M | +85.9% | -18.1% | +104.0% | +87.7% |
| YTD | +52.9% | -0.1% | +53.1% | +62.4% |
| 1Y | +48.1% | -51.4% | +99.5% | +41.1% |
| 3Y | +102.2% | -95.9% | +198.1% | +49.5% |
| All | +129.5% | -97.3% | +226.7% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling