-79.6%
SNAP vs TCOM
-6.7%
-72.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -10.6% | +6.5% | -17.1% | -12.8% |
| 30D | -19.7% | +13.3% | -33.1% | -23.5% |
| 3M | -6.5% | -6.5% | -0.1% | -4.6% |
| 6M | -17.8% | -16.3% | -1.4% | -12.8% |
| YTD | -38.0% | -38.7% | +0.7% | -27.1% |
| 1Y | -42.5% | -40.1% | -2.3% | -31.7% |
| 3Y | -55.8% | +30.6% | -86.5% | -63.1% |
| 5Y | -90.5% | +45.8% | -136.3% | -93.0% |
| All | -79.6% | -6.7% | -72.8% | -84.4% |
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 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