+14.7%
SNOW vs TYL
+24.0%
-9.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +6.0% |
| 7D | +0.2% | +3.5% | -3.4% | -2.9% |
| 30D | -21.1% | +26.9% | -48.0% | -36.1% |
| 3M | -11.9% | +33.8% | -45.7% | -32.6% |
| 6M | +91.0% | +28.8% | +62.1% | +48.0% |
| YTD | +32.7% | -7.9% | +40.6% | +35.3% |
| 1Y | +10.8% | -9.8% | +20.5% | +14.4% |
| 3Y | +86.2% | +1.2% | +85.0% | +59.2% |
| 5Y | -22.7% | -22.8% | +0.1% | -19.1% |
| All | +14.7% | +24.0% | -9.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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