+368.8%
SNXX vs TCOM
-39.1%
+407.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -6.3% |
| 7D | -12.0% | -4.9% | -7.1% | -16.2% |
| 30D | +37.9% | -14.4% | +52.3% | +19.2% |
| 3M | -52.7% | -17.7% | -35.0% | -55.6% |
| 6M | +194.8% | -25.1% | +219.9% | +183.3% |
| All | +368.8% | -39.1% | +407.9% | +459.7% |
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