+32.1%
SNOW vs TCOM
+39.2%
-7.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +4.9% | -7.6% | +12.5% | +7.3% |
| 30D | +1.5% | -12.2% | +13.7% | +5.5% |
| 3M | +39.5% | -14.2% | +53.7% | +45.2% |
| 6M | +85.9% | -25.0% | +110.9% | +101.7% |
| YTD | +52.9% | -43.7% | +96.6% | +81.3% |
| 1Y | +48.1% | -44.5% | +92.6% | +76.1% |
| 3Y | +102.2% | +13.4% | +88.7% | +79.6% |
| 5Y | +5.5% | +26.5% | -21.0% | -20.9% |
| All | +32.1% | +39.2% | -7.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling