-14.6%
SNPS vs TCOM
+13.4%
-28.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -5.5% | -7.6% | +2.1% | -3.9% |
| 30D | -5.8% | -12.2% | +6.5% | -3.2% |
| 3M | -17.2% | -14.2% | -3.0% | -14.7% |
| 6M | -10.4% | -25.0% | +14.6% | -5.1% |
| YTD | -16.5% | -43.7% | +27.1% | -6.9% |
| 1Y | -35.6% | -44.5% | +8.9% | -28.0% |
| 3Y | -14.6% | +13.4% | -28.0% | -13.9% |
| All | -14.6% | +13.4% | -28.0% | -13.9% |
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 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