-78.7%
SNAP vs TCOM
-8.6%
-70.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | +2.6% | -1.4% | +3.9% | +3.0% |
| 30D | -19.6% | +11.5% | -31.1% | -22.9% |
| 3M | +0.4% | -5.2% | +5.6% | +1.9% |
| 6M | -5.9% | -16.9% | +11.0% | 0.0% |
| YTD | -35.3% | -39.9% | +4.6% | -23.3% |
| 1Y | -42.6% | -42.1% | -0.5% | -31.0% |
| 3Y | -53.9% | +28.0% | -81.9% | -61.2% |
| 5Y | -90.3% | +40.4% | -130.7% | -92.7% |
| All | -78.7% | -8.6% | -70.1% | -83.5% |
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