+3.5%
SNOW vs TCOM
+21.5%
-18.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -7.5% | -6.5% | -1.0% | -5.3% |
| 30D | -1.3% | -16.2% | +14.9% | +4.6% |
| 3M | +37.4% | -19.3% | +56.8% | +46.7% |
| 6M | +88.1% | -27.2% | +115.3% | +107.7% |
| YTD | +50.3% | -46.2% | +96.5% | +83.9% |
| 1Y | +46.0% | -46.6% | +92.6% | +78.8% |
| 3Y | +98.7% | +8.4% | +90.3% | +74.5% |
| 5Y | +3.5% | +25.8% | -22.3% | -24.1% |
| All | +3.5% | +21.5% | -18.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling