+51.1%
NEM vs TCOM
-39.6%
+90.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.7% | +9.4% |
| 7D | +3.7% | +10.7% | -7.0% | +2.2% |
| 30D | +2.0% | +10.1% | -8.1% | +0.5% |
| 3M | +21.1% | -8.9% | +30.0% | +23.0% |
| 6M | +9.5% | -19.2% | +28.7% | +15.0% |
| YTD | +19.1% | -40.6% | +59.7% | +29.8% |
| 1Y | +51.1% | -39.0% | +90.1% | +60.5% |
| All | +51.1% | -39.6% | +90.7% | +60.5% |
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