+28.0%
NBIS vs TCOM
-39.6%
+67.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.8% | -6.6% |
| 7D | -22.4% | +10.7% | -33.1% | -22.2% |
| 30D | -39.1% | +10.1% | -49.2% | -39.1% |
| 3M | -37.3% | -8.9% | -28.4% | -35.9% |
| 6M | -19.8% | -19.2% | -0.6% | -12.7% |
| YTD | +69.1% | -40.6% | +109.7% | +104.0% |
| 1Y | +28.0% | -39.0% | +67.1% | +50.8% |
| All | +28.0% | -39.6% | +67.7% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling