-25.6%
SNOW vs TYL
-21.3%
-4.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +4.2% |
| 7D | -9.9% | +6.7% | -16.5% | -15.0% |
| 30D | -17.1% | +26.5% | -43.7% | -33.6% |
| 3M | -13.2% | +37.3% | -50.5% | -36.2% |
| 6M | +97.4% | +31.2% | +66.3% | +48.2% |
| YTD | +25.8% | -7.4% | +33.1% | +28.4% |
| 1Y | +4.2% | -9.6% | +13.8% | +8.3% |
| 3Y | +91.3% | +1.9% | +89.4% | +56.0% |
| All | -25.6% | -21.3% | -4.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling