-90.8%
SNAP vs TCOM
+42.6%
-133.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | -7.3% | +7.4% | -14.8% | -10.0% |
| 30D | -18.9% | +13.2% | -32.2% | -23.0% |
| 3M | -5.3% | -4.6% | -0.7% | -4.0% |
| 6M | -16.9% | -16.4% | -0.5% | -11.6% |
| YTD | -37.4% | -38.8% | +1.3% | -25.6% |
| 1Y | -38.5% | -37.3% | -1.2% | -27.6% |
| 3Y | -55.1% | +31.4% | -86.5% | -63.8% |
| 5Y | -90.8% | +45.5% | -136.3% | -93.7% |
| All | -90.8% | +42.6% | -133.4% | -93.7% |
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