+194.8%
SNXX vs TCOM
-26.7%
+221.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -6.1% |
| 7D | -12.0% | -4.9% | -7.1% | -17.1% |
| 30D | +37.9% | -14.4% | +52.3% | +15.2% |
| 3M | -52.7% | -17.7% | -35.0% | -55.7% |
| 6M | +194.8% | -25.1% | +219.9% | +198.0% |
| All | +194.8% | -26.7% | +221.5% | +198.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling