-78.3%
SNAP vs TCOM
-17.1%
-61.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.0% |
| 7D | -5.0% | -10.2% | +5.2% | -1.3% |
| 30D | -0.7% | -16.8% | +16.1% | +6.2% |
| 3M | -5.0% | -16.7% | +11.7% | +1.3% |
| 6M | +3.5% | -27.1% | +30.6% | +16.1% |
| YTD | -34.2% | -45.5% | +11.3% | -18.8% |
| 1Y | -27.1% | -45.9% | +18.8% | -9.7% |
| 3Y | -43.5% | +9.8% | -53.2% | -49.4% |
| 5Y | -92.9% | +23.8% | -116.7% | -94.4% |
| All | -78.3% | -17.1% | -61.2% | -82.6% |
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