-39.6%
TLT vs SNOW
+22.9%
-62.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -1.0% | +3.7% | -4.7% | -1.1% |
| 30D | +4.1% | -16.4% | +20.5% | +4.4% |
| 3M | -0.4% | -9.9% | +9.5% | -0.2% |
| 6M | -3.2% | +98.8% | -102.0% | -4.8% |
| YTD | -3.5% | +37.3% | -40.8% | -4.5% |
| 1Y | -5.8% | +11.0% | -16.9% | -6.4% |
| 3Y | +4.6% | +87.8% | -83.2% | +2.1% |
| 5Y | -34.4% | -18.4% | -16.0% | -36.0% |
| All | -39.6% | +22.9% | -62.6% | -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