-39.5%
TLT vs SNOW
+35.3%
-74.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -0.3% | +8.4% | -8.7% | -0.5% |
| 30D | 0.0% | -1.0% | +0.9% | 0.0% |
| 3M | -2.9% | +38.3% | -41.2% | -3.6% |
| 6M | -6.3% | +81.3% | -87.6% | -7.7% |
| YTD | -3.3% | +51.1% | -54.5% | -4.5% |
| 1Y | -4.2% | +47.0% | -51.2% | -5.3% |
| 3Y | -1.7% | +99.7% | -101.4% | -4.1% |
| 5Y | -34.9% | +3.6% | -38.5% | -36.7% |
| All | -39.5% | +35.3% | -74.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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