+438.7%
SN vs TCOM
+31.7%
+407.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +3.0% |
| 7D | +7.6% | +7.4% | +0.2% | +6.5% |
| 30D | +24.1% | +13.2% | +10.9% | +21.9% |
| 3M | +23.7% | -4.6% | +28.3% | +24.3% |
| 6M | +105.5% | -16.4% | +121.9% | +110.2% |
| YTD | +105.1% | -38.8% | +143.9% | +119.0% |
| 1Y | +148.3% | -37.3% | +185.6% | +164.4% |
| 3Y | +438.7% | +31.4% | +407.2% | +430.4% |
| All | +438.7% | +31.7% | +407.0% | +430.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling