+46.5%
SNOW vs TCOM
-46.9%
+93.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | -1.0% | -14.4% | +13.4% | +1.4% |
| 3M | +36.9% | -17.7% | +54.5% | +41.0% |
| 6M | +83.4% | -25.1% | +108.5% | +93.4% |
| YTD | +50.0% | -45.7% | +95.7% | +70.4% |
| 1Y | +46.5% | -47.9% | +94.4% | +65.2% |
| All | +46.5% | -46.9% | +93.4% | +65.2% |
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