+205.1%
NBIX vs TCOM
-9.8%
+214.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +0.4% | -4.9% | +5.3% | +1.1% |
| 30D | -0.2% | -14.4% | +14.2% | +2.2% |
| 3M | -4.0% | -17.7% | +13.7% | -1.4% |
| 6M | +20.6% | -25.1% | +45.7% | +25.6% |
| YTD | +10.1% | -45.7% | +55.9% | +19.9% |
| 1Y | +8.8% | -47.9% | +56.6% | +19.0% |
| 3Y | +42.5% | +8.9% | +33.5% | +34.8% |
| 5Y | +61.5% | +26.9% | +34.6% | +41.5% |
| All | +205.1% | -9.8% | +214.9% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling