+202.5%
SNY vs TCOM
+2,557.8%
-2,355.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.3% | -4.9% | +1.6% | -2.8% |
| 30D | -2.2% | -14.4% | +12.2% | -0.5% |
| 3M | -3.0% | -17.7% | +14.6% | -1.2% |
| 6M | +2.7% | -25.1% | +27.8% | +5.7% |
| YTD | -6.8% | -45.7% | +38.9% | -1.0% |
| 1Y | -5.3% | -47.9% | +42.6% | +1.0% |
| 3Y | -9.8% | +8.9% | -18.7% | -13.3% |
| 5Y | +9.7% | +26.9% | -17.2% | -0.7% |
| 10Y | +64.5% | -11.2% | +75.7% | +49.0% |
| All | +202.5% | +2,557.8% | -2,355.3% | +88.0% |
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 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