+94.8%
SNOW vs TCOM
+8.5%
+86.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | +8.4% | -10.2% | +18.6% | +11.0% |
| 30D | -1.0% | -16.8% | +15.9% | +3.4% |
| 3M | +38.3% | -16.7% | +55.0% | +43.7% |
| 6M | +81.3% | -27.1% | +108.4% | +95.0% |
| YTD | +51.1% | -45.5% | +96.6% | +74.9% |
| 1Y | +47.0% | -45.9% | +92.8% | +70.2% |
| All | +94.8% | +8.5% | +86.3% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling