+97.4%
SNOW vs TYL
+29.9%
+67.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +2.9% |
| 7D | -9.9% | +6.7% | -16.5% | -11.6% |
| 30D | -17.1% | +26.5% | -43.7% | -24.3% |
| 3M | -13.2% | +37.3% | -50.5% | -24.0% |
| 6M | +97.4% | +31.2% | +66.3% | +84.9% |
| All | +97.4% | +29.9% | +67.5% | +84.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling