+194.8%
NBIX vs TCOM
+2,557.8%
-2,363.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +0.4% | -4.9% | +5.3% | +1.3% |
| 30D | -0.2% | -14.4% | +14.2% | +2.8% |
| 3M | -4.0% | -17.7% | +13.7% | -0.6% |
| 6M | +20.6% | -25.1% | +45.7% | +27.1% |
| YTD | +10.1% | -45.7% | +55.9% | +22.9% |
| 1Y | +8.8% | -47.9% | +56.6% | +22.1% |
| 3Y | +42.5% | +8.9% | +33.5% | +32.9% |
| 5Y | +61.5% | +26.9% | +34.6% | +36.2% |
| 10Y | +217.6% | -11.2% | +228.8% | +170.4% |
| All | +194.8% | +2,557.8% | -2,363.1% | +22.0% |
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