+309.7%
SN vs TCOM
-1.5%
+311.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.9% |
| 7D | -3.4% | -10.2% | +6.8% | -1.9% |
| 30D | -9.1% | -16.8% | +7.8% | -6.7% |
| 3M | +31.8% | -16.7% | +48.5% | +34.8% |
| 6M | +52.0% | -27.1% | +79.1% | +58.8% |
| YTD | +51.3% | -45.5% | +96.8% | +64.8% |
| 1Y | +46.9% | -45.9% | +92.7% | +60.2% |
| 3Y | +394.9% | +9.8% | +385.2% | +388.0% |
| All | +309.7% | -1.5% | +311.2% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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