+319.5%
SN vs TCOM
+3.1%
+316.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -9.3% | -9.5% | +0.2% | -8.0% |
| 30D | -4.8% | -10.7% | +5.9% | -3.3% |
| 3M | +40.4% | -14.6% | +55.1% | +43.2% |
| 6M | +50.9% | -19.3% | +70.3% | +55.2% |
| YTD | +54.9% | -42.9% | +97.9% | +67.6% |
| 1Y | +43.0% | -43.8% | +86.8% | +55.2% |
| 3Y | +391.8% | +2.1% | +389.7% | +395.6% |
| All | +319.5% | +3.1% | +316.5% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling