+1,101.8%
NBIS vs TCOM
-34.7%
+1,136.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | +17.8% | -10.2% | +27.9% | +21.8% |
| 30D | +30.5% | -16.8% | +47.4% | +38.3% |
| 3M | +9.2% | -16.7% | +25.9% | +14.7% |
| 6M | +153.2% | -27.1% | +180.2% | +182.3% |
| YTD | +187.1% | -45.5% | +232.6% | +264.5% |
| 1Y | +151.1% | -45.9% | +197.0% | +219.5% |
| All | +1,101.8% | -34.7% | +1,136.5% | +1,069.6% |
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