+1,353.7%
SNPS vs TCOM
+2,870.5%
-1,516.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | -0.2% | +2.2% | -2.3% | -0.6% |
| 30D | -8.0% | +12.5% | -20.6% | -9.9% |
| 3M | +12.5% | -5.6% | +18.1% | +13.2% |
| 6M | -10.5% | -16.5% | +6.0% | -8.2% |
| YTD | -1.6% | -39.4% | +37.7% | +5.9% |
| 1Y | +16.8% | -41.0% | +57.8% | +26.3% |
| 3Y | -10.9% | +29.2% | -40.2% | -16.9% |
| 5Y | +35.8% | +41.6% | -5.9% | +19.5% |
| 10Y | +675.0% | +6.6% | +668.4% | +580.7% |
| All | +1,353.7% | +2,870.5% | -1,516.8% | +599.3% |
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