+32.8%
SNOW vs TYL
+8.0%
+24.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -2.1% |
| 7D | +2.8% | -3.7% | +6.5% | +6.2% |
| 30D | +6.4% | +18.7% | -12.3% | -8.0% |
| 3M | +38.1% | +18.1% | +20.0% | +16.8% |
| 6M | +100.4% | -1.1% | +101.5% | +98.5% |
| YTD | +53.7% | -19.8% | +73.5% | +79.9% |
| 1Y | +52.0% | -34.3% | +86.3% | +110.8% |
| 3Y | +114.7% | -8.2% | +122.9% | +99.9% |
| 5Y | +8.8% | -25.4% | +34.2% | +24.1% |
| All | +32.8% | +8.0% | +24.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling