-12.0%
SNPS vs TCOM
+28.1%
-40.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | +6.5% | -7.2% | -1.9% |
| 30D | -9.8% | +13.3% | -23.1% | -12.2% |
| 3M | +11.7% | -6.5% | +18.2% | +13.1% |
| 6M | -10.9% | -16.3% | +5.4% | -7.9% |
| YTD | -2.1% | -38.7% | +36.6% | +7.1% |
| 1Y | +14.8% | -40.1% | +54.9% | +26.1% |
| All | -12.0% | +28.1% | -40.2% | -12.8% |
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