+154.0%
NEM vs TCOM
+21.5%
+132.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.3% | -6.5% | +3.2% | -2.8% |
| 30D | +7.8% | -16.2% | +24.1% | +9.4% |
| 3M | +36.3% | -19.3% | +55.6% | +38.4% |
| 6M | +6.6% | -27.2% | +33.8% | +9.2% |
| YTD | +27.1% | -46.2% | +73.3% | +33.3% |
| 1Y | +62.3% | -46.6% | +109.0% | +70.2% |
| 3Y | +245.1% | +8.4% | +236.7% | +242.0% |
| 5Y | +154.0% | +25.8% | +128.2% | +145.4% |
| All | +154.0% | +21.5% | +132.5% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling