-92.8%
SNAP vs TCOM
+30.8%
-123.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +0.7% | -9.5% | +10.3% | +4.8% |
| 30D | +2.6% | -10.7% | +13.4% | +7.3% |
| 3M | -9.9% | -14.6% | +4.7% | -4.3% |
| 6M | +1.9% | -19.3% | +21.2% | +10.7% |
| YTD | -32.2% | -42.9% | +10.7% | -16.5% |
| 1Y | -22.8% | -43.8% | +20.9% | -4.3% |
| 3Y | -47.6% | +2.1% | -49.7% | -53.1% |
| All | -92.8% | +30.8% | -123.7% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling