-22.7%
SNOW vs TYL
-22.1%
-0.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | +10.8% | -1.6% | +12.4% | +12.2% |
| 30D | -16.5% | +22.1% | -38.6% | -30.9% |
| 3M | -10.1% | +33.4% | -43.5% | -32.1% |
| 6M | +96.5% | +36.8% | +59.7% | +42.0% |
| YTD | +36.2% | -6.7% | +42.9% | +38.2% |
| 1Y | +10.7% | -9.2% | +19.9% | +14.7% |
| 3Y | +86.2% | +1.2% | +85.1% | +53.9% |
| 5Y | -22.7% | -23.0% | +0.3% | -5.0% |
| All | -22.7% | -22.1% | -0.6% | -5.0% |
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