+52.0%
SNOW vs TCOM
-42.5%
+94.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | +2.8% | -9.5% | +12.3% | +4.4% |
| 30D | +6.4% | -10.7% | +17.1% | +8.3% |
| 3M | +38.1% | -14.6% | +52.7% | +41.6% |
| 6M | +100.4% | -19.3% | +119.7% | +108.0% |
| YTD | +53.7% | -42.9% | +96.7% | +73.0% |
| 1Y | +52.0% | -43.8% | +95.7% | +70.9% |
| All | +52.0% | -42.5% | +94.4% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling