-40.8%
TLT vs SNOW
+18.8%
-59.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | -3.1% | +5.5% | -8.6% | -3.2% |
| 30D | +1.0% | -13.2% | +14.2% | +1.3% |
| 3M | -2.7% | -13.7% | +11.0% | -2.5% |
| 6M | -4.1% | +91.0% | -95.1% | -5.7% |
| YTD | -5.4% | +32.7% | -38.0% | -6.2% |
| 1Y | -7.0% | +13.3% | -20.3% | -7.6% |
| 3Y | +2.8% | +83.4% | -80.5% | +0.4% |
| 5Y | -35.4% | -24.7% | -10.7% | -36.9% |
| All | -40.8% | +18.8% | -59.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling