+29.6%
SNOW vs TCOM
+34.1%
-4.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -2.4% | -4.9% | +2.5% | -0.9% |
| 30D | -1.0% | -14.4% | +13.4% | +3.7% |
| 3M | +36.9% | -17.7% | +54.5% | +44.3% |
| 6M | +83.4% | -25.1% | +108.5% | +99.0% |
| YTD | +50.0% | -45.7% | +95.7% | +79.9% |
| 1Y | +46.5% | -47.9% | +94.4% | +77.8% |
| 3Y | +93.3% | +8.9% | +84.4% | +73.9% |
| 5Y | +3.3% | +26.9% | -23.6% | -22.1% |
| All | +29.6% | +34.1% | -4.5% | -2.7% |
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 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