+299.2%
NEM vs TCOM
+2,658.7%
-2,359.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.9% | -7.6% | +11.5% | +4.7% |
| 30D | +12.7% | -12.2% | +24.9% | +14.3% |
| 3M | +28.7% | -14.2% | +42.9% | +30.4% |
| 6M | +9.8% | -25.0% | +34.8% | +12.9% |
| YTD | +28.1% | -43.7% | +71.8% | +35.4% |
| 1Y | +69.3% | -44.5% | +113.9% | +79.2% |
| 3Y | +247.7% | +13.4% | +234.2% | +235.9% |
| 5Y | +153.4% | +26.5% | +126.9% | +134.5% |
| 10Y | +291.3% | -10.3% | +301.6% | +260.4% |
| All | +299.2% | +2,658.7% | -2,359.5% | +123.7% |
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